Access Statistics for Taisei Kaizoji

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Precursor of Market Crashes 0 1 1 1 0 2 2 2
A mechanism leading bubbles to crashes: the case of Japan's land markets 0 0 0 0 1 1 1 1
Adaptive Learning Dynamics and the Stabilization Policy in an Overlapping Generations Model 1 1 5 25 2 2 9 66
An Interacting-Agents Approach to International Financial Contagion 0 0 0 0 2 6 22 314
An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics 0 0 0 0 1 3 3 3
Booms and bursts of asst markets: empirical results and a model based upon the Fokker-Plank equation 0 0 0 1 1 6 21 269
Comparison of volatility distributions in the periods of booms and stagnations: an empirical study on stock price indices 1 1 1 1 1 1 1 1
Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents 0 0 0 0 2 2 2 2
Effect of changing data size on eigenvalues in the Korean and Japanese stock markets 0 0 0 0 3 5 5 5
Forecasting Volatility and Volume in the Tokyo Stock Market: Long Memory, Fractality and Regime Switching 0 2 4 4 3 7 18 18
Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models 0 0 0 2 3 16 49 387
Forecasting volatility and volume in the Tokyo stock market: long memory, fractality and regime switching 3 12 53 165 7 27 100 332
Forecasting volatility and volume in the Tokyo stock market: the advantage of long memory models 3 5 30 157 6 15 86 414
Group dynamics of the Japanese market 0 0 0 0 1 1 1 1
Grouping in the stock markets of Japan and Korea 0 0 0 0 1 1 1 1
Growth and Fluctuations of Personal Income 1 2 2 2 3 4 4 4
Heterogeneous Interacting Agent Models and the Stylized Facts 0 0 0 0 14 31 78 666
INTERNATIONAL FINANCIAL CRISES IN AN INTERACTING AGENT MODEL 0 0 0 0 3 9 42 320
Inflation and deflation in stock markets 0 0 0 0 0 0 0 0
Intermittent chaos in a model of financial markets with heterogeneous agents 0 0 0 0 1 3 3 3
Market Bubbles and Chrashes 3 5 5 5 6 11 11 11
Market bubbles and crashes 0 1 1 1 5 8 8 8
On Dynamics in An Asset Pricing Model with Heterogeneous Expectations 0 0 0 185 4 17 43 494
Power law for ensembles of stock prices 1 2 2 2 4 5 5 5
Power law for the calm-time interval of price changes 0 0 0 0 0 3 3 3
Power laws and market crashes 2 3 3 3 2 3 3 3
Re-examination of the size distribution of firms 0 0 0 0 0 0 0 0
Response of Firm Agent Network to Exogenous Shock 0 0 0 0 1 3 3 3
Root Causes of The Housing Bubble 16 48 48 48 20 55 55 55
Scaling Law for the Distribution of Fluctuations of Share Volume 0 0 0 0 1 1 1 1
Scaling behavior in land markets 2 2 2 2 2 3 3 3
Speculative bubbles and crashes in stock market: an interacting-agent model of speculative activity 2 3 3 3 4 7 7 7
Speculative bubbles and fat tail phenomena in a heterogeneous agent model 1 3 3 3 5 11 11 11
Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents 0 1 1 1 6 9 9 9
The Effects of Market Properties on Portfolio Diversification in the Korean and Japanese Stock Markets 1 3 3 3 2 7 7 7
The market efficiency in the stock markets 1 7 7 7 1 8 8 8
Volatility return intervals analysis of the Japanese market 0 0 0 0 0 0 0 0
Waiting times between orders and trades in double-auction markets 0 0 0 0 0 0 0 0
Total Working Papers 38 102 174 621 118 293 625 3,437

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
EMPIRICAL LAWS OF A STOCK PRICE INDEX AND A STOCHASTIC MODEL 0 3 15 20 2 5 31 39
Editorial 0 0 2 2 1 2 8 14
Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching 1 4 15 35 7 18 62 140
Symbolic analysis of indicator time series by quantitative sequence alignment 0 2 12 12 0 2 22 22
Total Journal Articles 1 9 44 69 10 27 123 215

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2009-11-04