Art
J-GLOBAL ID：200902224718103972   Reference number：07A0176967

Financial Stylized Facts in the Word of Mouth Model

情報伝達と資産収益率分布に関する統計的特性との関係
Author (3)：
MISAWA TADANOBU

About MISAWA TADANOBU

(東京理科大学 経営学部)

About 東京理科大学 経営学部

, 
WATANABE KYOKO

About WATANABE KYOKO

(東京理科大学大学院 経営学研究科)

About 東京理科大学大学院 経営学研究科

, 
SHIMOKAWA TETSUYA

About SHIMOKAWA TETSUYA

(東京理科大学 経営学部)

About 東京理科大学 経営学部


Material：
人工知能学会論文誌  (AI)

About 人工知能学会論文誌


Volume： 22  Issue： 3  Page： 256-262 (J-STAGE)  Publication year： 2007 
JST Material Number： L4429A  ISSN： 1346-0714  Document type： Article
Article type： 原著論文  Country of issue： Japan (JPN)  Language： JAPANESE (JA)
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*profit

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,...
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Thesaurus term/Semi thesaurus term
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プロスペクト理論

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,...
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JST classification (3)：
JST classification
Category name(code) classified by JST.
Profit management 
(KA05030A)

About Profit management

,  Artificial intelligence 
(JE08000Z)

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,  System and control theory in general 
(IA02010H)

About System and control theory in general

Reference (41)：
  • BARBERIS, N. Prospect Theory And Asset Prices. The Quarterly Journal of Economics. 2001, 116, 1-53
  • BARBERIS, N. A Survey of Behavioral Finance. NBER Working Papers. 2002, 9222
  • BATES, D. S. The Crash of '87 : Was It Expected? The Evidence from Options Markets. The Journal of Finance. 1991, 46, 3, 1009-1044
  • BATES, D. S. Dollar jump fears, 1984-1992 : distributional abnormalities implicit in currency futures option. Journal of International Money and Finance. 1996, 15, 1, 65-93
  • BATES, D. S. The Skewness Premium : Option Pricing Under Asymmetric Processes. Advances in Futures and Options Research. 1997, 9, 51-82
ｍore...
Terms in the title (5)：
Terms in the title
Keywords automatically extracted from the title.
情報伝達

About 情報伝達

, 
資産

About 資産

, 
収益率

About 収益率

, 
分布

About 分布

, 
統計的特性

About 統計的特性


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