An extensive analysis on the Japanese markets via S. Taylor's model

DOI10.1007/BF02425229zbMath1155.91443MaRDI QIDQ1000375

Takeaki Kariya, Yoshihiko Tsukuda, Junko Maru, Yumiko Matsue, Kazuo Omaki

Publication date: 6 February 2009

Published in: Financial Engineering and the Japanese Markets (Search for Journal in Brave)

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91B84: Economic time series analysis

91B74: Economic models of real-world systems (e.g., electricity markets, etc.)

91B82: Statistical methods; economic indices and measures