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Information about:
Taisei Kaizoji

Personal Details | Affiliation | Works
This is information that was supplied by Taisei Kaizoji in registering through RePEc. If you are Taisei Kaizoji , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Taisei
Middle Name:
Last Name: Kaizoji
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RePEc Short-ID: pka333

Email:
Homepage: http://subsite.icu.ac.jp/people/kaizoji/index.html
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Cheoljun Eom & Jongwon Park & Woo-Sung Jung & Taisei Kaizoji & Yong H. Kim, 2009. "The Effects of Market Properties on Portfolio Diversification in the Korean and Japanese Stock Markets," Quantitative Finance Papers 0902.3836, arXiv.org. [Downloadable!]

  2. Kaizoji, Taisei, 2009. "Root Causes of The Housing Bubble," MPRA Paper 16807, University Library of Munich, Germany. [Downloadable!]

  3. Kaizoji, Taisei & Sornette, Didier, 2008. "Market Bubbles and Chrashes," MPRA Paper 15204, University Library of Munich, Germany. [Downloadable!]
    Other versions:

  4. Cheoljun Eom & Woo-Sung Jung & Taisei Kaizoji & Seunghwan Kim, 2008. "Effect of changing data size on eigenvalues in the Korean and Japanese stock markets," Quantitative Finance Papers 0811.4021, arXiv.org, revised Jun 2009. [Downloadable!]

  5. Woo-Sung Jung & Okyu Kwon & Fengzhong Wang & Taisei Kaizoji & Hie-Tae Moon & H. Eugene Stanley, 2007. "Group dynamics of the Japanese market," Quantitative Finance Papers 0708.0562, arXiv.org. [Downloadable!]

  6. Jae-Suk Yang & Wooseop Kwak & Taisei Kaizoji & In-mook Kim, 2007. "The market efficiency in the stock markets," Quantitative Finance Papers physics/0701179, arXiv.org, revised Jan 2007. [Downloadable!]

  7. Woo-Sung Jung & Fengzhong Wang & Shlomo Havlin & Taisei Kaizoji & Hie-Tae Moon & H. Eugene Stanley, 2007. "Volatility return intervals analysis of the Japanese market," Quantitative Finance Papers 0709.1725, arXiv.org. [Downloadable!]

  8. Yuichi Ikeda & Hideaki Aoyama & Hiroshi Iyetomi & Yoshi Fujiwara & Wataru Souma & Taisei Kaizoji, 2006. "Response of Firm Agent Network to Exogenous Shock," Quantitative Finance Papers physics/0607287, arXiv.org. [Downloadable!]

  9. Lux, Thomas & Kaizoji, Taisei, 2006. "Forecasting volatility and volume in the Tokyo stock market : long memory, fractality and regime switching," Economics Working Papers 2006,13, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
    Other versions:
    Published as:

  10. Enrico Scalas & Taisei Kaizoji & Michael Kirchler & Juergen Huber & Alessandra Tedeschi, 2006. "Waiting times between orders and trades in double-auction markets," Quantitative Finance Papers physics/0608273, arXiv.org. [Downloadable!]

  11. Taisei Kaizoji, 2006. "Power laws and market crashes," Quantitative Finance Papers physics/0603138, arXiv.org. [Downloadable!]

  12. Taisei Kaizoji, 2006. "An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics," Quantitative Finance Papers physics/0601106, arXiv.org, revised Apr 2006. [Downloadable!]

  13. Taisei Kaizoji, 2006. "Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents," Quantitative Finance Papers physics/0603139, arXiv.org. [Downloadable!]

  14. Taisei Kaizoji, 2005. "A Precursor of Market Crashes," Quantitative Finance Papers physics/0510055, arXiv.org, revised Mar 2006. [Downloadable!]

  15. Woo-Sung Jung & Okyu Kwon & Taisei Kaizoji & Seungbyung Chae & Hie-Tae Moon, 2005. "Grouping in the stock markets of Japan and Korea," Quantitative Finance Papers physics/0511224, arXiv.org. [Downloadable!]

  16. Taisei Kaizoji & Hiroshi Iyetomi & Yuichi Ikeda, 2005. "Re-examination of the size distribution of firms," Quantitative Finance Papers physics/0512124, arXiv.org, revised Mar 2006. [Downloadable!]

  17. Taisei Kaizoji, 2005. "Comparison of volatility distributions in the periods of booms and stagnations: an empirical study on stock price indices," Quantitative Finance Papers physics/0506114, arXiv.org. [Downloadable!]

  18. Taisei Kaizoji, 2004. "Inflation and deflation in stock markets," Quantitative Finance Papers cond-mat/0401140, arXiv.org, revised Mar 2006. [Downloadable!]

  19. Lux, Thomas & Kaizoji, Taisei, 2004. "Forecasting volatility and volume in the Tokyo stock market : the advantage of long memory models," Economics Working Papers 2004,05, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]

  20. Taisei Kaizoji & Thomas Lux, 2004. "Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models," Computing in Economics and Finance 2004 158, Society for Computational Economics.

  21. Taisei KAIZOJI, 2004. "Booms and bursts of asst markets: empirical results and a model based upon the Fokker-Plank equation," Computing in Economics and Finance 2004 305, Society for Computational Economics.

  22. Taisei Kaizoji, 2003. "Intermittent chaos in a model of financial markets with heterogeneous agents," Quantitative Finance Papers nlin/0312065, arXiv.org. [Downloadable!]

  23. Taisei Kaizoji, 2003. "Speculative bubbles and fat tail phenomena in a heterogeneous agent model," Quantitative Finance Papers nlin/0312040, arXiv.org. [Downloadable!]

  24. Taisei Kaizoji & Michiyo Kaizoji, 2003. "A mechanism leading bubbles to crashes: the case of Japan's land markets," Quantitative Finance Papers cond-mat/0312404, arXiv.org, revised Mar 2006. [Downloadable!]

  25. Taisei Kaizoji, 2003. "Scaling behavior in land markets," Quantitative Finance Papers cond-mat/0302470, arXiv.org, revised Mar 2006. [Downloadable!]

  26. Taisei Kaizoji & Masahide Nuki, 2003. "Scaling Law for the Distribution of Fluctuations of Share Volume," Quantitative Finance Papers cond-mat/0302468, arXiv.org, revised Mar 2006. [Downloadable!]

  27. Taisei Kaizoji & Michiyo Kaizoji, 2003. "Power law for the calm-time interval of price changes," Quantitative Finance Papers cond-mat/0312560, arXiv.org, revised Mar 2006. [Downloadable!]

  28. Taisei Kaizoji & Michiyo Kaizoji, 2003. "Power law for ensembles of stock prices," Quantitative Finance Papers cond-mat/0312406, arXiv.org, revised Mar 2006. [Downloadable!]

  29. Yoshi Fujiwara & Wataru Souma & Hideaki Aoyama & Taisei Kaizoji & Masanao Aoki, 2002. "Growth and Fluctuations of Personal Income," Quantitative Finance Papers cond-mat/0208398, arXiv.org. [Downloadable!]

  30. Taisei Kaizoji & Stefan Bornholdt & Yoshi Fujiwara, 2002. "Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents," Quantitative Finance Papers cond-mat/0207253, arXiv.org. [Downloadable!]

  31. Taisei Kaizoji, 2001. "Heterogeneous Interacting Agent Models and the Stylized Facts," Computing in Economics and Finance 2001 175, Society for Computational Economics.

  32. Taisei Kaizoji, 2001. "An Interacting-Agents Approach to International Financial Contagion," Computing in Economics and Finance 2001 190, Society for Computational Economics.

  33. Taisei Kaizoji & Thomas Lux, 2001. "On Dynamics in An Asset Pricing Model with Heterogeneous Expectations," CeNDEF Workshop Papers, January 2001 2A.3, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.

  34. Taisei Kaizoji, 2000. "International Financial Crises In An Interacting Agent Model," Computing in Economics and Finance 2000 324, Society for Computational Economics.

  35. Taisei Kaizoji, 2000. "Speculative bubbles and crashes in stock market: an interacting-agent model of speculative activity," Quantitative Finance Papers cond-mat/0010263, arXiv.org. [Downloadable!]

  36. Taisei Kaizoji, . "Adaptive Learning Dynamics and the Stabilization Policy in an Overlapping Generations Model," Computing in Economics and Finance 1997 118, Society for Computational Economics. [Downloadable!]

Articles

  1. Akira Namatame & Taisei Kaizoji & Enrico Scalas, 2008. "Editorial," Journal of Economic Interaction and Coordination, Springer, vol. 3(1), pages 1-1, June. [Downloadable!] (restricted)

  2. Yamano, Takuya & Sato, Kodai & Kaizoji, Taisei & Rost, Jan-Michael & Pichl, Lukás, 2008. "Symbolic analysis of indicator time series by quantitative sequence alignment," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 486-495, December. [Downloadable!] (restricted)

  3. Lux, Thomas & Kaizoji, Taisei, 2007. "Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching," Journal of Economic Dynamics and Control, Elsevier, vol. 31(6), pages 1808-1843, June. [Downloadable!] (restricted)
    Other versions:

  4. Taisei Kaizoji & Michiyo Kaizoji, 2003. "Empirical Laws Of A Stock Price Index And A Stochastic Model," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 6(03), pages 303-312. [Downloadable!] (restricted)

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2007-01-14 Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2007-01-14 Author is listed
  3. NEP-FIN: Finance (1) 2001-02-14 Author is listed
  4. NEP-FMK: Financial Markets (1) 2001-02-14 Author is listed
  5. NEP-FOR: Forecasting (1) 2007-01-14 Author is listed
  6. NEP-RMG: Risk Management (1) 2007-01-14 Author is listed
  7. NEP-URE: Urban & Real Estate Economics (1) 2009-08-22 Author is listed
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This page was last updated on 2009-11-22.

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