Taisei Kaizoji

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Time Series Analysis of Relationships Among Crypto-asset Exchange Rates Advanced Studies of Financial Technologies and Cryptocurrency Markets	2021-02-05	Paper
The optimal foreign exchange futures hedge on the bitcoin exchange rate: an application to the U.S. Dollar and the Euro Advanced Studies of Financial Technologies and Cryptocurrency Markets	2021-02-05	Paper
Time series analysis of ether cryptocurrency prices: efficiency, predictability, and arbitrage on exchange rates Advanced Studies of Financial Technologies and Cryptocurrency Markets	2021-02-05	Paper
Why does the power law for stock price hold? Chaos, Solitons and Fractals	2017-02-10	Paper
Full characterization of the fractional Poisson process	2011-04-21	Paper
Speculative price dynamics in a heterogeneous agent model Nonlinear Dynamics, Psychology, and Life Sciences	2010-12-15	Paper
Symbolic analysis of indicator time series by quantitative sequence alignment Computational Statistics and Data Analysis	2010-03-30	Paper
Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching Journal of Economic Dynamics and Control	2009-05-18	Paper
scientific article; zbMATH DE number 5082553 (Why is no real title available?)	2007-01-08	Paper
scientific article; zbMATH DE number 2209536 (Why is no real title available?) (available as arXiv preprint)	2005-09-28	Paper
EMPIRICAL LAWS OF A STOCK PRICE INDEX AND A STOCHASTIC MODEL Advances in Complex Systems	2005-04-23	Paper
Intermittent chaos in a model of financial markets with heterogeneous agents Chaos, Solitons and Fractals	2004-08-19	Paper
Scaling behavior in land markets Physica A	2003-07-13	Paper
Growth and fluctuations of personal income Physica A	2003-04-02	Paper
scientific article; zbMATH DE number 1977293 (Why is no real title available?)	2003-01-01	Paper
scientific article; zbMATH DE number 1843102 (Why is no real title available?)	2002-12-09	Paper
Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents Physica A	2002-11-26	Paper
A model of international financial crises Physica A	2001-10-23	Paper

Research outcomes over time

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