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Heterogeneous Interacting Agent Models and the Stylized Facts
Kaizoji, Taisei, (2001)
INTERNATIONAL FINANCIAL CRISES IN AN INTERACTING AGENT MODEL
Kaizoji, Taisei, (2000)
Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models
Kaizoji, Taisei, (2004)