Art
J-GLOBAL ID：200902218244336636   Reference number：07A0352367

An agent-based approach to financial stylized facts

金融上の様式化事実に対する作用因子ベースアプローチ
Author (3)：
SHIMOKAWA Tetsuya

About SHIMOKAWA Tetsuya

(The School of Management, Tokyo Univ. of Sci., 500 Shimokiyoku, Kuki-shi, Saitama 346-8512, JPN)

About The School of Management, Tokyo Univ. of Sci., 500 Shimokiyoku, Kuki-shi, Saitama 346-8512, JPN

, 
SUZUKI Kyoko

About SUZUKI Kyoko

(The Graduate School of Management, Tokyo Univ. of Sci., 500 Shimokiyoku, Kuki-shi, Saitama 346-8512, JPN)

About The Graduate School of Management, Tokyo Univ. of Sci., 500 Shimokiyoku, Kuki-shi, Saitama 346-8512, JPN

, 
MISAWA Tadanobu

About MISAWA Tadanobu

(The School of Management, Tokyo Univ. of Sci., 500 Shimokiyoku, Kuki-shi, Saitama 346-8512, JPN)

About The School of Management, Tokyo Univ. of Sci., 500 Shimokiyoku, Kuki-shi, Saitama 346-8512, JPN


Material：
Physica A. Statistical Mechanics and Its Applications  (Physica A)

About Physica A. Statistical Mechanics and Its Applications


Volume： 379  Issue： 1  Page： 207-225  Publication year： Jun. 01, 2007 
JST Material Number： D0322B  ISSN： 0378-4371  Document type： Article
Country of issue： Netherlands (NLD)  Language： ENGLISH (EN)
Terms in the title (3)：
Terms in the title
Keywords automatically extracted from the title.
金融

About 金融

, 
様式化

About 様式化

, 
因子

About 因子


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