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Jun-ichi Maskawa
Jun-ichi Maskawa
Department of Economics, Seijo University
Verified email at seijo.ac.jp
Title
Cited by
Cited by
Year
Theory and numerical calculation of pattern formation in shrinking gels
J Maskawa, T Takeuchi, K Maki, K Tsujii, T Tanaka
The Journal of chemical physics 110 (22), 10993-10999, 1999
311999
Multivariate Markov chain modeling for stock markets
J Maskawa
Physica A: Statistical Mechanics and its Applications 324 (1-2), 317-322, 2003
242003
Correlation of coming limit price with order book in stock markets
J Maskawa
Physica A: Statistical Mechanics and its Applications 383 (1), 90-95, 2007
132007
Stock price fluctuations and the mimetic behaviors of traders
J Maskawa
Physica A: Statistical Mechanics and its Applications 382 (1), 172-178, 2007
132007
Ordered phase and non-equilibrium fluctuation in stock market
J Maskawa
Physica A: Statistical Mechanics and its Applications 311 (3-4), 563-570, 2002
132002
Collective Behavior of market participants during abrupt stock price changes
J Maskawa
PloS one 11 (8), e0160152, 2016
82016
Collective behavior of stock prices as a precursor to market crash
J Maskawa
Progress of Theoretical Physics Supplement 194, 1-10, 2012
62012
Stock price process and long memory in trade signs
K Kuroda, J Maskawa, J Murai
Advances in Mathematical Economics, 69-92, 2011
62011
Large correlations as a signal of instability in stock market
J Maskawa, W Souma
Preprint, 2010
62010
Multiplicative random cascades with additional stochastic process in financial markets
J Maskawa, K Kuroda, J Murai
Evolutionary and Institutional Economics Review 15 (2), 515-529, 2018
52018
Application of the cluster expansion to a mathematical model of the long memory phenomenon in a financial market
K Kuroda, J Maskawa, J Murai
Journal of Statistical Physics 152 (4), 706-723, 2013
52013
Market-wide price co-movement around crashes in the Tokyo Stock Exchange
J Maskawa, J Murai, K Kuroda
Evolutionary and Institutional Economics Review 10 (1), 81-92, 2013
52013
Hamiltonian in Financial Markets
J Maskawa
arXiv preprint cond-mat/0011149, 2000
42000
Spin-glass like network model for stock market
J Maskawa
Empirical Science of Financial Fluctuations, 153-158, 2002
32002
Phase separation in elastic bodies-pattern formation in gels
JTT MASKAWA, T Takeuchi
NiSt96, 400-407, 1996
21996
Exogenous shock and multifractal random walk
K Kuroda, J Maskawa
Evolutionary and Institutional Economics Review 16 (1), 213-238, 2019
12019
Long memory in trade signs and short memory in Stock prices
K Kuroda, J Maskawa, J Murai
Progress of Theoretical Physics Supplement 194, 11-27, 2012
12012
Estimation of network from meaningful part of cross-correlation matrix
W Souma, J Maskawa, K Fukuda
Proceedings of Applications of Physics in Financial Analysis, Tokyo, Japan, 2009
12009
Model of continuous random cascade processes in financial markets
J Maskawa, K Kuroda
Frontiers in Physics 8, 565372, 2020
2020
Stud. Nonlinear Dyn. Econometr. Stud. Nonlinear Dyn. Econometr. 8, 1, 2004
K KURODA, J MASKAWA, J MURAI
Progress of theoretical physics. Supplement 194, 11-27, 2012
2012
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