9
H index
9
i10 index
306
Citations
Taisei Kaizoji : Citation Profile
International Christian University (50% share) | RESEARCH PRODUCTION: 37 Articles 54 Papers EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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25 years (1994 - 2019). 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:
| Cites to:
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Main data
Where Taisei Kaizoji has published?
| Journals with more than one article published | # docs |
|---|---|
| Physica A: Statistical Mechanics and its Applications | 22 |
| The European Physical Journal B: Condensed Matter and Complex Systems | 4 |
| Journal of Economic Behavior & Organization | 3 |
| CBU International Conference Proceedings | 2 |
Recent works citing Taisei Kaizoji (2019 and 2018)
| Year | Title of citing document |
|---|---|
| 2019 | A 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 |
| 2018 | SABCEMM-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 |
| 2018 | Multifractal 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 |
| 2019 | Approximation 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 |
| 2019 | Scaling 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 |
| 2018 | Finding 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 |
| 2018 | On 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 |
| 2019 | Detecting 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 |
| 2019 | Firm 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 |
| 2018 | Herding 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 |
| 2018 | Modeling 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 |
| 2018 | The 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 |
| 2018 | A 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 |
| 2017 | Two-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 |
| 2017 | A 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 |
| 2018 | Analysis 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 |
| 2018 | The 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 |
| 2018 | Information 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 |
| 2018 | Spectral 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 |
| 2018 | Granularity 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 |
| 2019 | Complex 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 |
| 2019 | Development 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 |
| 2019 | Comovement 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 |
| 2019 | Order 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 |
| 2018 | Power 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 |
| 2017 | The 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 |
| 2017 | Asymptotic 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 |
| 2018 | Intermittent 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 |
| 2018 | Macroprudential 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 |
| 2018 | Sustainable 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 |
| 2018 | An 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 |
| 2018 | The 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 |
| 2018 | An 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 |
| 2018 | A 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 |
| 2017 | On 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 |
| 2018 | A 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:
| Year | Title | Type | Cited |
|---|
Works by Taisei Kaizoji:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | REGIME CHANGE AND TREND PREDICTION FOR BITCOIN TIME SERIES DATA In: CBU International Conference Proceedings. [Full Text][Citation analysis] | article | 0 |
| 2018 | ANALYSIS OF BITCOIN MARKET EFFICIENCY BY USING MACHINE LEARNING In: CBU International Conference Proceedings. [Full Text][Citation analysis] | article | 0 |
| 2001 | On Dynamics in An Asset Pricing Model with Heterogeneous Expectations In: CeNDEF Workshop Papers, January 2001. [Citation analysis] | paper | 0 |
| 2007 | Group dynamics of the Japanese market In: Papers. [Full Text][Citation analysis] | paper | 11 |
| 2008 | Group 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 | |
| 2007 | Volatility return intervals analysis of the Japanese market In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2008 | Volatility 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 | |
| 2009 | Effect of changing data size on eigenvalues in the Korean and Japanese stock markets In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2009 | Effect 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 | |
| 2008 | Market bubbles and crashes In: Papers. [Full Text][Citation analysis] | paper | 9 |
| 2008 | Market Bubbles and Chrashes.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2009 | The Effects of Market Properties on Portfolio Diversification in the Korean and Japanese Stock Markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Full characterization of the fractional Poisson process In: Papers. [Full Text][Citation analysis] | paper | 7 |
| 2014 | Super-exponential endogenous bubbles in an equilibrium model of rational and noise traders In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Modeling of Stock Returns and Trading Volume In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Stock Market Market Crash of 2008: an empirical study of the deviation of share prices from company fundamentals In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Toward Economics as a New Complex System In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Zipfs law for share price and company fundamentals In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Speculative bubbles and crashes in stock market: an interacting-agent model of speculative activity In: Papers. [Full Text][Citation analysis] | paper | 37 |
| 2000 | Speculative 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 | |
| 2002 | Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents In: Papers. [Full Text][Citation analysis] | paper | 30 |
| 2002 | Dynamics 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 | |
| 2002 | Growth and Fluctuations of Personal Income In: Papers. [Full Text][Citation analysis] | paper | 31 |
| 2003 | Growth 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 | |
| 2006 | Scaling Law for the Distribution of Fluctuations of Share Volume In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Scaling behavior in land markets In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2003 | Scaling 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 | |
| 2006 | A mechanism leading bubbles to crashes: the case of Japans land markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Power law for ensembles of stock prices In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2004 | Power 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 | |
| 2006 | Power law for the calm-time interval of price changes In: Papers. [Full Text][Citation analysis] | paper | 12 |
| 2004 | Power 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 | |
| 2006 | Inflation and deflation in stock markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Speculative bubbles and fat tail phenomena in a heterogeneous agent model In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2003 | Intermittent chaos in a model of financial markets with heterogeneous agents In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Comparison of volatility distributions in the periods of booms and stagnations: an empirical study on stock price indices In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | A Precursor of Market Crashes In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Grouping in the stock markets of Japan and Korea In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Re-examination of the size distribution of firms In: Papers. [Full Text][Citation analysis] | paper | 10 |
| 2006 | An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2006 | An 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 | |
| 2006 | Power laws and market crashes In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2006 | Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Response of Firm Agent Network to Exogenous Shock In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Response 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 | |
| 2006 | Waiting times between orders and trades in double-auction markets In: Papers. [Full Text][Citation analysis] | paper | 20 |
| 2006 | Waiting 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 | |
| 2007 | The market efficiency in the stock markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Super-Exponential Endogenous Bubbles in an Equilibrium Model of Fundamentalist and Chartist Traders In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2015 | Super-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 | |
| 2008 | Symbolic analysis of indicator time series by quantitative sequence alignment In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 2007 | Forecasting 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] | article | 49 |
| 2006 | Forecasting 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 | |
| 2006 | Forecasting 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 | |
| 2006 | Forecasting 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 | |
| 2019 | Market 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] | article | 0 |
| 1994 | Multiple equilibria and chaotic tatonnement: Applications of the Yamaguti-Matano theorem In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 3 |
| 2010 | Multiple equilibria and chaos in a discrete tâtonnement process In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
| 2010 | Multiple 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 | |
| 2001 | A model of international financial crises In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
| 2004 | Inflation and deflation in financial markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2004 | A mechanism leading from bubbles to crashes: the case of Japans land market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2005 | Spatial 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] | article | 0 |
| 2006 | Correlation in business networks In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 6 |
| 2007 | Quantitative 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] | article | 1 |
| 2007 | Stylized 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] | article | 0 |
| 2007 | Regional business cycle synchronization through expectations In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2007 | Correlation patterns of NIKKEI index constituents In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2011 | Temporal evolution into a more efficient stock market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
| 2019 | Bitcoin and investor sentiment: Statistical characteristics and predictability In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2010 | Stock volatility in the periods of booms and stagnations In: EERI Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Stock 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 | |
| 2009 | Root Causes of The Housing Bubble In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2010 | A Behavioral Model of Bubbles and Crashes In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2010 | A behavioral model of bubbles and crashes.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2010 | Carry Trade, Forward Premium Puzzle and Currency Crisis In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2012 | A Note on Stability of Self-Consistent Equilibrium in an Asynchronous Model of Discrete-Choice with Social Interaction In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2000 | INTERNATIONAL FINANCIAL CRISES IN AN INTERACTING AGENT MODEL In: Computing in Economics and Finance 2000. [Citation analysis] | paper | 0 |
| 2001 | Heterogeneous Interacting Agent Models and the Stylized Facts In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 0 |
| 2001 | An Interacting-Agents Approach to International Financial Contagion In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 0 |
| 2004 | Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 2 |
| 2004 | Booms 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] | paper | 0 |
| Adaptive Learning Dynamics and the Stabilization Policy in an Overlapping Generations Model In: Computing in Economics and Finance 1997. [Full Text][Citation analysis] | paper | 0 | |
| 2006 | A 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] | article | 16 |
| 2008 | Increasing market efficiency in the stock markets In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 4 |
| 2008 | Increasing 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 | |
| 2008 | Editorial In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 0 |
| 2019 | Stock market crash of 2008: an empirical study of the deviation of share prices from company fundamentals In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2003 | EMPIRICAL LAWS OF A STOCK PRICE INDEX AND A STOCHASTIC MODEL In: Advances in Complex Systems (ACS). [Full Text][Citation analysis] | article | 2 |
| 2004 | Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models In: Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
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