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KAIZOJI, Taisei
Professor Division of Arts and Sciences, College of Liberal Arts, International Christian University |
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| Language | English |
| Publication Date | 2007 |
| Type | Research Paper (Scientific Journal) |
| Peer Review | With peer review |
| Title | Forecasting and volatility in the Tokyo Stock Market: The advantage of long memory models |
| Contribution Type | Joint Work |
| Journal | Journal of Economic Dynamics and Control |
| Publisher | Elsvier |
| Volume, Issue, Pages | 31(6),pp.1808-1843 |
| Author and coauthor | Thomas Lux and Taisei Kaizoji |