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Browsing 2013 by Author "Taisei Kaizoji"

Browsing 2013 by Author "Taisei Kaizoji"

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  • Taisei Kaizoji (Sage Publications, 2013-07)
    In this study, we investigate the statistical properties of the returns and the trading volume. We show a typical example of power-law distributions of the return and of the trading volume. Next, we propose an interacting-agent ...

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