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Time series analysis
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Large-scale empirical study on pairs trading for all possible pairs of stocks listed in the first section of the Tokyo Stock Exchange
Murota, Mitsuaki
;
Inoue, Jun-ichi
- In:
Evolutionary and institutional economics review
12
(
2015
)
1
,
pp. 61-79
Persistent link: https://www.econbiz.de/10011300172
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Characterizing financial crisis by means of the three states random field Ising model
Murota, Mitsuaki
;
Inoue, Jun-ichi
- In:
Econophysics of agent-based models
,
(pp. 83-98)
.
2014
Persistent link: https://www.econbiz.de/10011281725
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