157 citations · 987 across the 55 of their papers we have counts for
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q-fin.CP2015★ 3 cited
Realized Volatility Analysis in A Spin Model of Financial Markets
Tetsuya Takaishi
We calculate the realized volatility in the spin model of financial markets and examine the returns standardized by the realized volatility. We find that moments of the standardize…
stat.AP2015★ 1 cited
Box-Cox transformation of firm size data in statistical analysis
Ting Ting Chen, Tetsuya Takaishi
Firm size data usually do not show the normality that is often assumed in statistical analysis such as regression analysis. In this study we focus on two firm size data: the number…