Details about Taisei Kaizoji

Access statistics for papers by Taisei Kaizoji.

Last updated 2009-11-03. Update your information in the RePEc Author Service.

Short-id: pka333

Working Papers

2009

1. Effect of changing data size on eigenvalues in the Korean and Japanese stock markets
   Quantitative Finance Papers, arXiv.org
2. Root Causes of The Housing Bubble
   MPRA Paper, University Library of Munich, Germany
3. The Effects of Market Properties on Portfolio Diversification in the Korean and Japanese Stock Markets
   Quantitative Finance Papers, arXiv.org

2008

4. Market Bubbles and Chrashes
   MPRA Paper, University Library of Munich, Germany
   Also in Quantitative Finance Papers, arXiv.org (2008)

2007

5. Group dynamics of the Japanese market
   Quantitative Finance Papers, arXiv.org
6. The market efficiency in the stock markets
   Quantitative Finance Papers, arXiv.org
7. Volatility return intervals analysis of the Japanese market
   Quantitative Finance Papers, arXiv.org

2006

8. A Precursor of Market Crashes
   Quantitative Finance Papers, arXiv.org
9. A mechanism leading bubbles to crashes: the case of Japan's land markets
   Quantitative Finance Papers, arXiv.org
10. An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics
    Quantitative Finance Papers, arXiv.org
11. Forecasting Volatility and Volume in the Tokyo Stock Market: Long Memory, Fractality and Regime Switching
    Working Papers, Warwick Business School, Financial Econometrics Research Centre
    Also in Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics (2006)
    See also Journal Article in Journal of Economic Dynamics and Control (2007)
12. Inflation and deflation in stock markets
    Quantitative Finance Papers, arXiv.org
13. Power law for ensembles of stock prices
    Quantitative Finance Papers, arXiv.org
14. Power law for the calm-time interval of price changes
    Quantitative Finance Papers, arXiv.org
15. Power laws and market crashes
    Quantitative Finance Papers, arXiv.org
16. Re-examination of the size distribution of firms
    Quantitative Finance Papers, arXiv.org View citations
17. Response of Firm Agent Network to Exogenous Shock
    Quantitative Finance Papers, arXiv.org
18. Scaling Law for the Distribution of Fluctuations of Share Volume
    Quantitative Finance Papers, arXiv.org
19. Scaling behavior in land markets
    Quantitative Finance Papers, arXiv.org
20. Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents
    Quantitative Finance Papers, arXiv.org
21. Waiting times between orders and trades in double-auction markets
    Quantitative Finance Papers, arXiv.org View citations

2005

22. Comparison of volatility distributions in the periods of booms and stagnations: an empirical study on stock price indices
    Quantitative Finance Papers, arXiv.org
23. Grouping in the stock markets of Japan and Korea
    Quantitative Finance Papers, arXiv.org

2004

24. Booms and bursts of asst markets: empirical results and a model based upon the Fokker-Plank equation
    Computing in Economics and Finance 2004, Society for Computational Economics
25. Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models
    Computing in Economics and Finance 2004, Society for Computational Economics View citations
26. Forecasting volatility and volume in the Tokyo stock market: the advantage of long memory models
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics

2003

27. Intermittent chaos in a model of financial markets with heterogeneous agents
    Quantitative Finance Papers, arXiv.org
28. Speculative bubbles and fat tail phenomena in a heterogeneous agent model
    Quantitative Finance Papers, arXiv.org View citations

2002

29. Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents
    Quantitative Finance Papers, arXiv.org View citations
30. Growth and Fluctuations of Personal Income
    Quantitative Finance Papers, arXiv.org

2001

31. An Interacting-Agents Approach to International Financial Contagion
    Computing in Economics and Finance 2001, Society for Computational Economics
32. Heterogeneous Interacting Agent Models and the Stylized Facts
    Computing in Economics and Finance 2001, Society for Computational Economics
33. On Dynamics in An Asset Pricing Model with Heterogeneous Expectations
    CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance

2000

34. INTERNATIONAL FINANCIAL CRISES IN AN INTERACTING AGENT MODEL
    Computing in Economics and Finance 2000, Society for Computational Economics
35. Speculative bubbles and crashes in stock market: an interacting-agent model of speculative activity
    Quantitative Finance Papers, arXiv.org View citations

Undated

36. Adaptive Learning Dynamics and the Stabilization Policy in an Overlapping Generations Model
    Computing in Economics and Finance 1997, Society for Computational Economics

Journal Articles

2008

1. Editorial
   Journal of Economic Interaction and Coordination, 2008, 3, (1), 1-1
2. Symbolic analysis of indicator time series by quantitative sequence alignment
   Computational Statistics & Data Analysis, 2008, 53, (2), 486-495

2007

3. Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching
   Journal of Economic Dynamics and Control, 2007, 31, (6), 1808-1843 View citations
   See also Working Paper (2006)

2003

4. EMPIRICAL LAWS OF A STOCK PRICE INDEX AND A STOCHASTIC MODEL
   Advances in Complex Systems (ACS), 2003, 06, (03), 303-312 View citations