Taisei Kaizoji : Citation Profile


Are you Taisei Kaizoji?

International Christian University (50% share)

9

H index

9

i10 index

306

Citations

RESEARCH PRODUCTION:

37

Articles

54

Papers

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   25 years (1994 - 2019). See details.
   Cites by year: 12
   Journals where Taisei Kaizoji has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 21 (6.42 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka333
   Updated: 2019-12-07    RAS profile: 2019-12-01    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Taisei Kaizoji.

Is cited by:

Zhou, Wei-Xing (21)

Scalas, Enrico (8)

GUPTA, RANGAN (8)

Tansuchat, Roengchai (7)

McAleer, Michael (7)

Tabak, Benjamin (7)

Chang, Chia-Lin (7)

Cajueiro, Daniel (7)

Ben Nasr, Adnen (5)

Ajmi, Ahdi Noomen (4)

Lux, Thomas (4)

Cites to:

Bollerslev, Tim (15)

Calvet, Laurent (11)

Fisher, Adlai (11)

Lux, Thomas (9)

Granger, Clive (8)

Chiarella, Carl (7)

Diebold, Francis (7)

Mandelbrot, Benoît (7)

Andersen, Torben (7)

Scalas, Enrico (6)

Hommes, Cars (6)

Main data


Where Taisei Kaizoji has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications22
The European Physical Journal B: Condensed Matter and Complex Systems4
Journal of Economic Behavior & Organization3
CBU International Conference Proceedings2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org33
MPRA Paper / University Library of Munich, Germany8
Economics Working Papers / Christian-Albrechts-University of Kiel, Department of Economics2
Computing in Economics and Finance 2001 / Society for Computational Economics2
Working Papers / Warwick Business School, Finance Group2
Computing in Economics and Finance 2004 / Society for Computational Economics2

Recent works citing Taisei Kaizoji (2019 and 2018)


YearTitle of citing document
2019A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2019). Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier ; Donnat, Philippe . In: Papers. RePEc:arx:papers:1703.00485.

Full description at Econpapers || Download paper

2018SABCEMM-A Simulator for Agent-Based Computational Economic Market Models. (2018). Frank, Martin ; Pabich, Emma ; Beikirch, Max ; Cramer, Simon ; Otte, Philipp ; Trimborn, Torsten. In: Papers. RePEc:arx:papers:1801.01811.

Full description at Econpapers || Download paper

2018Multifractal characteristics and return predictability in the Chinese stock markets. (2018). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Shan, Zheng ; Gao, Xing-Lu ; Fu, Xin-Lan. In: Papers. RePEc:arx:papers:1806.07604.

Full description at Econpapers || Download paper

2019Approximation of the first passage time distribution for the birth-death processes. (2019). Gontis, Vygintas ; Kononovicius, Aleksejus. In: Papers. RePEc:arx:papers:1902.00924.

Full description at Econpapers || Download paper

2019Scaling in Income Inequalities and its Dynamical Origin. (2019). Gere, Istvan ; Neda, Zoltan ; Derzsy, Noemi ; Toth, Geza ; Biro, Tamas S. In: Papers. RePEc:arx:papers:1911.02449.

Full description at Econpapers || Download paper

2018Finding Hidden Pattern of Financial Time Series Based on Score Matrix in Sequence Alignment. (2018). Shi, Yong ; Yang, Wen-Ning ; Tian, Ying-Jie ; Long, Wen ; Tang, Ye-Ran. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1439-1456.

Full description at Econpapers || Download paper

2018On controlling chaos in a discrete†time Walrasian tâtonnement process. (2018). Sordi, Serena ; Naimzada, Ahmad. In: Metroeconomica. RePEc:bla:metroe:v:69:y:2018:i:1:p:178-194.

Full description at Econpapers || Download paper

2019Detecting stock market bubbles based on the cross-sectional dispersion of stock prices. (2019). Ohnishi, Takaaki ; Mizuno, Takayuki ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf463.

Full description at Econpapers || Download paper

2019Firm size and concentration inequality: A flexible extension of Gibrat’s law. (2019). Perote, Javier ; Lozada, Juan M ; Cortes, Lina . In: Documentos de Trabajo CIEF. RePEc:col:000122:017205.

Full description at Econpapers || Download paper

2018Herding behavior among wine investors. (2018). Ayta, Beysul ; Mandou, Cyrille ; Coqueret, Guillaume. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:318-328.

Full description at Econpapers || Download paper

2018Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space. (2018). Augustyniak, Maciej ; Dufays, Arnaud. In: Economics Letters. RePEc:eee:ecolet:v:170:y:2018:i:c:p:122-126.

Full description at Econpapers || Download paper

2018The prediction of oil price turning points with log-periodic power law and multi-population genetic algorithm. (2018). Cheng, Fangzheng ; Li, Shanling ; Fan, Dandan. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:341-355.

Full description at Econpapers || Download paper

2018A new method for better portfolio investment: A case of the Korean stock market. (2018). Eom, Cheoljun ; Park, Jongwon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:213-231.

Full description at Econpapers || Download paper

2017Two-faced property of a market factor in asset pricing and diversification effect. (2017). Eom, Cheoljun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:190-199.

Full description at Econpapers || Download paper

2017A model-free characterization of recurrences in stationary time series. (2017). Chicheportiche, Remy ; Chakraborti, Anirban. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:474:y:2017:i:c:p:312-318.

Full description at Econpapers || Download paper

2018Analysis of financial time series using multiscale entropy based on skewness and kurtosis. (2018). Shang, Pengjian ; Xu, Meng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1543-1550.

Full description at Econpapers || Download paper

2018The complexity of the HANG SENG Index and its constituencies during the 2007–2008 Great Recession. (2018). Argyroudis, G ; Siokis, F. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:495:y:2018:i:c:p:463-474.

Full description at Econpapers || Download paper

2018Information driving force and its application in agent-based modeling. (2018). Chen, Ting-Ting ; Jiang, Xiong-Fei ; Li, Yan ; Zheng, BO. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:496:y:2018:i:c:p:593-601.

Full description at Econpapers || Download paper

2018Spectral analysis of time-dependent market-adjusted return correlation matrix. (2018). Bommarito, Michael J ; Duran, Ahmet. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:273-282.

Full description at Econpapers || Download paper

2018Granularity of the top 1,000 Brazilian companies. (2018). Da Silva, Sergio ; Massena, Gunther ; Giglio, Ricardo ; Matsushita, Raul. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:68-73.

Full description at Econpapers || Download paper

2019Complex and composite entropy fluctuation behaviors of statistical physics interacting financial model. (2019). Wang, Guochao ; Zheng, Shenzhou. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:97-113.

Full description at Econpapers || Download paper

2019Development of an agent-based speculation game for higher reproducibility of financial stylized facts. (2019). Chen, YU ; Katahira, Kei ; Okuda, Hiroshi ; Hashimoto, Gaku. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:503-518.

Full description at Econpapers || Download paper

2019Comovement between commodity sectors. (2019). Zhang, Hao ; Cai, Guixin ; Chen, Ziyue . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:1247-1258.

Full description at Econpapers || Download paper

2019Order book model with herd behavior exhibiting long-range memory. (2019). Ruseckas, Julius ; Kononovicius, Aleksejus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:171-191.

Full description at Econpapers || Download paper

2018Power Laws in Real Estate Prices? Some Evidence. (2018). Blackwell, Calvin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:90-98.

Full description at Econpapers || Download paper

2017The fractional non-homogeneous Poisson process. (2017). Scalas, Enrico ; Trinh, Mailan ; Leonenko, Nikolai . In: Statistics & Probability Letters. RePEc:eee:stapro:v:120:y:2017:i:c:p:147-156.

Full description at Econpapers || Download paper

2017Asymptotic results for a multivariate version of the alternative fractional Poisson process. (2017). Beghin, Luisa ; Macci, Claudio. In: Statistics & Probability Letters. RePEc:eee:stapro:v:129:y:2017:i:c:p:260-268.

Full description at Econpapers || Download paper

2018Intermittent transition between synchronization and desynchronization in multi-regional business cycles. (2018). Onozaki, Tamotsu ; Sato, Yuzuru ; Saiki, Yoshitaka ; Esashi, Kunihiko. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:44:y:2018:i:c:p:68-76.

Full description at Econpapers || Download paper

2018Macroprudential Modeling Based on Spin Dynamics in a Supply Chain Network. (2018). Hiroshi, Yoshikawa ; Yuichi, IKEDA . In: Discussion papers. RePEc:eti:dpaper:18045.

Full description at Econpapers || Download paper

2018Sustainable Energy Consumption in Northeast Asia: A Case from China’s Fuel Oil Futures Market. (2018). Zhang, Chi ; Zhou, Qin ; Pu, Zhengning. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:1:p:261-:d:127843.

Full description at Econpapers || Download paper

2018An agent based early warning indicator for financial market instability. (2018). Vidal-Tomás, David ; Alfarano, Simone ; Vidal-Tomas, David. In: Working Papers. RePEc:jau:wpaper:2018/12.

Full description at Econpapers || Download paper

2018The analysis of bubbles and crashes on financial markets for emerging economies: Evidenced From BRICS. (2018). Afar, Kerim Eser ; Kisava, Zakayo S. In: Turkish Economic Review. RePEc:ksp:journ2:v:5:y:2018:i:1:p:1-11.

Full description at Econpapers || Download paper

2018An agent based early warning indicator for financial market instability. (2018). Alfarano, Simone ; Vidal-Tomas, David. In: MPRA Paper. RePEc:pra:mprapa:89693.

Full description at Econpapers || Download paper

2018A review of more than one hundred Pareto-tail index estimators. (2018). Fedotenkov, Igor. In: MPRA Paper. RePEc:pra:mprapa:90072.

Full description at Econpapers || Download paper

2017On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators. (2017). GUPTA, RANGAN ; Demirer, Riza ; Demos, Guilherme ; Sornette, Didier. In: Working Papers. RePEc:pre:wpaper:201752.

Full description at Econpapers || Download paper

2018A Conceptual Model of the Relationship Among World Economy and Climate Indicators. (2018). Dolgonosov, Boris M. In: Biophysical Economics and Resource Quality. RePEc:spr:bioerq:v:3:y:2018:i:1:d:10.1007_s41247-018-0037-4.

Full description at Econpapers || Download paper

2018“Speculative Influence Network” during financial bubbles: application to Chinese stock markets. (2018). Lin, LI ; Sornette, Didier. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:2:d:10.1007_s11403-016-0187-7.

Full description at Econpapers || Download paper

Taisei Kaizoji has edited the books:


YearTitleTypeCited

Works by Taisei Kaizoji:


YearTitleTypeCited
2017REGIME CHANGE AND TREND PREDICTION FOR BITCOIN TIME SERIES DATA In: CBU International Conference Proceedings.
[Full Text][Citation analysis]
article0
2018ANALYSIS OF BITCOIN MARKET EFFICIENCY BY USING MACHINE LEARNING In: CBU International Conference Proceedings.
[Full Text][Citation analysis]
article0
2001On Dynamics in An Asset Pricing Model with Heterogeneous Expectations In: CeNDEF Workshop Papers, January 2001.
[Citation analysis]
paper0
2007Group dynamics of the Japanese market In: Papers.
[Full Text][Citation analysis]
paper11
2008Group dynamics of the Japanese market.(2008) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
article
2007Volatility return intervals analysis of the Japanese market In: Papers.
[Full Text][Citation analysis]
paper6
2008Volatility return intervals analysis of the Japanese market.(2008) In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2009Effect of changing data size on eigenvalues in the Korean and Japanese stock markets In: Papers.
[Full Text][Citation analysis]
paper4
2009Effect of changing data size on eigenvalues in the Korean and Japanese stock markets.(2009) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2008Market bubbles and crashes In: Papers.
[Full Text][Citation analysis]
paper9
2008Market Bubbles and Chrashes.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2009The Effects of Market Properties on Portfolio Diversification in the Korean and Japanese Stock Markets In: Papers.
[Full Text][Citation analysis]
paper0
2011Full characterization of the fractional Poisson process In: Papers.
[Full Text][Citation analysis]
paper7
2014Super-exponential endogenous bubbles in an equilibrium model of rational and noise traders In: Papers.
[Full Text][Citation analysis]
paper1
2013Modeling of Stock Returns and Trading Volume In: Papers.
[Full Text][Citation analysis]
paper0
2016Stock Market Market Crash of 2008: an empirical study of the deviation of share prices from company fundamentals In: Papers.
[Full Text][Citation analysis]
paper0
2016Toward Economics as a New Complex System In: Papers.
[Full Text][Citation analysis]
paper0
2017Zipfs law for share price and company fundamentals In: Papers.
[Full Text][Citation analysis]
paper1
2019Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market In: Papers.
[Full Text][Citation analysis]
paper0
2000Speculative bubbles and crashes in stock market: an interacting-agent model of speculative activity In: Papers.
[Full Text][Citation analysis]
paper37
2000Speculative bubbles and crashes in stock markets: an interacting-agent model of speculative activity.(2000) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
article
2002Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents In: Papers.
[Full Text][Citation analysis]
paper30
2002Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents.(2002) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
article
2002Growth and Fluctuations of Personal Income In: Papers.
[Full Text][Citation analysis]
paper31
2003Growth and fluctuations of personal income.(2003) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
article
2006Scaling Law for the Distribution of Fluctuations of Share Volume In: Papers.
[Full Text][Citation analysis]
paper0
2006Scaling behavior in land markets In: Papers.
[Full Text][Citation analysis]
paper6
2003Scaling behavior in land markets.(2003) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2006A mechanism leading bubbles to crashes: the case of Japans land markets In: Papers.
[Full Text][Citation analysis]
paper0
2006Power law for ensembles of stock prices In: Papers.
[Full Text][Citation analysis]
paper4
2004Power law for ensembles of stock prices.(2004) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2006Power law for the calm-time interval of price changes In: Papers.
[Full Text][Citation analysis]
paper12
2004Power law for the calm-time interval of price changes.(2004) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2006Inflation and deflation in stock markets In: Papers.
[Full Text][Citation analysis]
paper0
2003Speculative bubbles and fat tail phenomena in a heterogeneous agent model In: Papers.
[Full Text][Citation analysis]
paper4
2003Intermittent chaos in a model of financial markets with heterogeneous agents In: Papers.
[Full Text][Citation analysis]
paper1
2005Comparison of volatility distributions in the periods of booms and stagnations: an empirical study on stock price indices In: Papers.
[Full Text][Citation analysis]
paper0
2006A Precursor of Market Crashes In: Papers.
[Full Text][Citation analysis]
paper2
2005Grouping in the stock markets of Japan and Korea In: Papers.
[Full Text][Citation analysis]
paper0
2006Re-examination of the size distribution of firms In: Papers.
[Full Text][Citation analysis]
paper10
2006An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics In: Papers.
[Full Text][Citation analysis]
paper2
2006An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics.(2006) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2006Power laws and market crashes In: Papers.
[Full Text][Citation analysis]
paper6
2006Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents In: Papers.
[Full Text][Citation analysis]
paper1
2006Response of Firm Agent Network to Exogenous Shock In: Papers.
[Full Text][Citation analysis]
paper0
2007Response of firm agent network to exogenous shock.(2007) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2006Waiting times between orders and trades in double-auction markets In: Papers.
[Full Text][Citation analysis]
paper20
2006Waiting times between orders and trades in double-auction markets.(2006) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
article
2007The market efficiency in the stock markets In: Papers.
[Full Text][Citation analysis]
paper0
2015Super-Exponential Endogenous Bubbles in an Equilibrium Model of Fundamentalist and Chartist Traders In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper6
2015Super-exponential endogenous bubbles in an equilibrium model of fundamentalist and chartist traders.(2015) In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2008Symbolic analysis of indicator time series by quantitative sequence alignment In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article2
2007Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article49
2006Forecasting Volatility and Volume in the Tokyo Stock Market: Long Memory, Fractality and Regime Switching.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49
paper
2006Forecasting Volatility and Volume in the Tokyo Stock Market: Long Memory, Fractality and Regime Switching.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49
paper
2006Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching.(2006) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49
paper
2019Market efficiency of the bitcoin exchange rate: Weak and semi-strong form tests with the spot, futures and forward foreign exchange rates In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article0
1994Multiple equilibria and chaotic tatonnement: Applications of the Yamaguti-Matano theorem In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article3
2010Multiple equilibria and chaos in a discrete tâtonnement process In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article0
2010Multiple equilibria and chaos in a discrete tâtonnement process.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2001A model of international financial crises In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article2
2004Inflation and deflation in financial markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article0
2004A mechanism leading from bubbles to crashes: the case of Japans land market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article1
2005Spatial distribution of large income earners: an empirical study on the formation of exclusive residential districts In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article0
2006Correlation in business networks In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article6
2007Quantitative agent-based firm dynamics simulation with parameters estimated by financial and transaction data analysis In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article1
2007Stylized facts in internal rates of return on stock index and its derivative transactions In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article0
2007Regional business cycle synchronization through expectations In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article1
2007Correlation patterns of NIKKEI index constituents In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article0
2011Temporal evolution into a more efficient stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article2
2019Bitcoin and investor sentiment: Statistical characteristics and predictability In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article0
2010Stock volatility in the periods of booms and stagnations In: EERI Research Paper Series.
[Full Text][Citation analysis]
paper0
2010Stock volatility in the periods of booms and stagnations.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2009Root Causes of The Housing Bubble In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2010A Behavioral Model of Bubbles and Crashes In: MPRA Paper.
[Full Text][Citation analysis]
paper2
2010A behavioral model of bubbles and crashes.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2010Carry Trade, Forward Premium Puzzle and Currency Crisis In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2012A Note on Stability of Self-Consistent Equilibrium in an Asynchronous Model of Discrete-Choice with Social Interaction In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2000INTERNATIONAL FINANCIAL CRISES IN AN INTERACTING AGENT MODEL In: Computing in Economics and Finance 2000.
[Citation analysis]
paper0
2001Heterogeneous Interacting Agent Models and the Stylized Facts In: Computing in Economics and Finance 2001.
[Citation analysis]
paper0
2001An Interacting-Agents Approach to International Financial Contagion In: Computing in Economics and Finance 2001.
[Citation analysis]
paper0
2004Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models In: Computing in Economics and Finance 2004.
[Citation analysis]
paper2
2004Booms and bursts of asst markets: empirical results and a model based upon the Fokker-Plank equation In: Computing in Economics and Finance 2004.
[Citation analysis]
paper0
Adaptive Learning Dynamics and the Stabilization Policy in an Overlapping Generations Model In: Computing in Economics and Finance 1997.
[Full Text][Citation analysis]
paper0
2006A precursor of market crashes: Empirical laws of Japans internet bubble In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]
article16
2008Increasing market efficiency in the stock markets In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]
article4
2008Increasing market efficiency in the stock markets.(2008) In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2008Editorial In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]
article0
2019Stock market crash of 2008: an empirical study of the deviation of share prices from company fundamentals In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
2003EMPIRICAL LAWS OF A STOCK PRICE INDEX AND A STOCHASTIC MODEL In: Advances in Complex Systems (ACS).
[Full Text][Citation analysis]
article2
2004Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models In: Economics Working Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2nd 2019. Contact: CitEc Team