Long Memory in Trade Signs and Short Memory in Stock Prices
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概要
- 論文の詳細を見る
- 2012-06-14
著者
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Kuroda Koji
Graduate School Of Design Kyushu University
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Murai Joshin
Graduate School Of Humanities And Social Sciences Okayama University
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MASKAWA Jun-ichi
Department of Economics, Seijo University
関連論文
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- Long Memory in Trade Signs and Short Memory in Stock Prices(Financial and Consumer Markets,Proceedings of the YITP Workshop on Econophysics,Econophysics 2011-The Hitchhiker's Guide to the Economy-)
- Collective Behavior of Stock Prices as a Precursor to Market Crash(Financial and Consumer Markets,Proceedings of the YITP Workshop on Econophysics,Econophysics 2011-The Hitchhiker's Guide to the Economy-)
- Long Memory in Trade Signs and Short Memory in Stock Prices