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~isPartOf:"Evolutionary and institutional economics review"
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Exogenous shock and multifractal random walk
Kuroda, Koji
;
Maskawa, Jun-ichi
- In:
Evolutionary and institutional economics review
16
(
2019
)
1
,
pp. 213-238
Persistent link: https://www.econbiz.de/10012034597
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2
Investment time horizon and multifractality of stock price process
Kuroda, Koji
- In:
Evolutionary and institutional economics review
13
(
2016
)
2
,
pp. 481-496
Persistent link: https://www.econbiz.de/10011581502
Saved in:
3
Market-wide price co-movement around crashes in the Tokyo Stock Exchange
Maskawa, Jun-ichi
;
Murai, Joshin
;
Kuroda, Koji
- In:
Evolutionary and institutional economics review
10
(
2013
)
1
,
pp. 81-92
Persistent link: https://www.econbiz.de/10010240568
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