Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents

Taisei Kaizoji

Year of publication:	2005
Authors:	Kaizoji, Taisei
Published in:	Nonlinear dynamics and heterogeneous interacting agents : [this volume contains a selection of contributions presented ath the WEHIA 03 (Workshop on Economics with Heterogeneous Interacting Agents), which was held at the Institute of World Economics in Kiel, Germany, on May 29-31, 2003 ; WEHIA 03 has been the 8th edition of a workshop ...]. - Berlin [u.a.] : Springer, ISBN 3-540-22237-5. - 2005, p. 237-248
Subject:	Kapitaleinkommen \| Capital income \| Börsenkurs \| Share price \| Aktienmarkt \| Stock market \| Wertpapierhandel \| Securities trading \| Japan \| Statistische Verteilung \| Statistical distribution \| Agentenbasierte Modellierung \| Agent-based modeling \| 1975-2002

Extent:	graph. Darst
Type of publication:	Article
Type of publication (narrower categories):	Aufsatz im Buch ; Book section
Language:	English
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10002775656