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清水, 季子

Overview
Works: 16 works in 66 publications in 2 languages and 308 library holdings
Roles: Author
Classifications: HG201, 338.542
Publication Timeline
Key
Publications about 季子 清水
Publications by 季子 清水
Most widely held works by 季子 清水
Calculation of value at risk and risk/return simulation by Atsutoshi Mori( Book )
6 editions published in 1996 in English and held by 34 libraries worldwide
Dynamic micro and macro stress simulation by Tokiko Shimizu( Book )
7 editions published in 1996 in English and Undetermined and held by 32 libraries worldwide
Contagious expectations and malfunctions of markets : some lessons from Japanese financial institution failures of 1997 by Tokiko Shimizu( Book )
6 editions published in 1999 in English and held by 32 libraries worldwide
Market microstructure and market liquidity by Jun Muranaga( Book )
6 editions published in 1999 in English and held by 31 libraries worldwide
The credit risk of Japanese banks during the bubble period : a pilot study of macro stress simulation by Tokiko Shimizu( Book )
6 editions published in 2000 in English and held by 31 libraries worldwide
A framework for more effective stress testing by Atutoshi Mori( Book )
6 editions published in 1996 in English and held by 31 libraries worldwide
Effects of trading halt system on market functioning : simulation analysis of market behavior with artificial shutdown by Jun Muranaga( Book )
6 editions published in 1999 in English and held by 31 libraries worldwide
Expectations and market microstructure when liquidity is lost by Jun Muranaga( Book )
6 editions published in 1999 in English and held by 31 libraries worldwide
Prospects for prudential policy : toward achieving an efficient and stable banking system by Nobuyuki Oda( Book )
5 editions published in 2000 in English and held by 27 libraries worldwide
Fīdobakku kōka o kōryoshita dōtaitekina makuro sutoresu tesuto by Tokiko Shimizu( Book )
3 editions published in 1998 in Japanese and held by 3 libraries worldwide
Purūdensu seisaku no shōraizō ni kansuru ichi kōsatsu : Ginkō shisutemu no kōritsusei anteisei no ryōritsu e mukete ( Book )
2 editions published in 1999 in Japanese and held by 2 libraries worldwide
Implications of a macro stress test on financial stability : summary of the second census on stress tests by Makoto Hosoya( Book )
1 edition published in 2002 in English and held by 1 library worldwide
Fractal Properties in Economics ( Book )
1 edition published in 2000 in English and held by 1 library worldwide
Scaling properties in financial fluctuations are reviewed from the standpoint of statistical physics. We firstly show theoretically that the balance of demand and supply enhances fluctuations due to the underlying phase transition mechanism. By analyzing tick data of yen-dollar exchange rates we confirm two fractal properties: 1. the distribution of rate change in a fixed ticks is approximated by a symmetric stretched exponential function for a wide range of time intervals; 2. the interval time distribution of trades nearly follows a power law. Empirical fractal properties in companies' financial data, such as distributions and fluctuations in assets and incomes are discussed with a simple model. The importance of methods and theories for phase transitions is discussed
Puruudensu seisaku no shōraizō ni kansuru ichikōsatsu ginkō shisutemu no kōritsusei anteisei no ryōritsu e mukete by Nobuyuki Oda( Book )
1 edition published in 1999 in Japanese and held by 1 library worldwide
 
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Alternative Names
淸水季子
清水時子
Languages
English (56)
Japanese (6)
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