Taisei Kaizoji

Economics and Econometrics · 2000–2017

A researcher in the Science corpus: 4 papers; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 27 citations into it
• Finance — 16 citations into it
• Information Systems — 10 citations into it

Whom Taisei Kaizoji trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Laurent E. Calvet
2. Francis X. Diebold
3. Adlai J. Fisher
4. A. Inoue

Papers from Taisei Kaizoji's perspective

Ordered by how strongly the researchers Taisei Kaizoji trusts endorse each paper. Same corpus, a different order for every researcher.

1. Forecasting Multifractal Volatility
2. Long Memory and Regime Switching
3. Long memory time series and short term forecasts
4. Long-range Dependence in Daily Stock Volatilities
5. Forecasting futures trading volume using neural networks
6. Long Memory in Stock-Market Trading Volume
7. Volatility processes and volatility forecast with long memory
8. UNIVERSAL STRUCTURE OF THE PERSONAL INCOME DISTRIBUTION
9. Wealth condensation in a simple model of economy
10. Multifractality in Asset Returns: Theory and Evidence (Review of Economics and Statistics)

Their papers

• Growth and fluctuations of personal income (2002) — 151 citations
• Volatility Analysis of Bitcoin Price Time Series (2017) — 79 citations
• Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching (2007) — 107 citations
• Speculative bubbles and crashes in stock markets: an interacting-agent model of speculative activity (2000) — 171 citations