A mechanism leading from bubbles to crashes: The case of Japan's land market

Physica A: Statistical Mechanics and its Applications

Volumn 344, Issue 1-2, 2004, Pages 138-141

  Kaizoji, Taisei ^a,b   Kaizoji, Michiyo ^b  

^a INTERNATIONAL CHRISTIAN UNIVERSITY   (Japan)

^b Econophysics Library   (Japan)

Author keywords

Econophysics; Ensemble distribution; Power law

Indexed keywords

DATA REDUCTION; DATABASE SYSTEMS; ECONOMICS; FUNCTIONS; LARGE SCALE SYSTEMS; PROBABILITY DISTRIBUTIONS;

CUMULATIVE DISTRIBUTION FUNCTIONS; ECONOPHYSICS; ENSEMBLE DISTRIBUTION; POWER LAW;

STATISTICAL METHODS;

EID: 5444252832     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2004.06.104     Document Type: Conference Paper

References (5)

1. B.G. Malkiel, A Random Walk Down Wall Street, W.W. Norton and Company, New York, London, 1996.
2. T. Kaizoji, Physica A 326 (2003) 256-264.
3. T. Yamano, Distribution of the Japanese posted land price and the generalized thermostatistics, Eur. Phys. J. B (2004), to be published.
4. C. Andersson, A. Hellervik, K. Lindgren, A. Hagsson, J. Tornberg, Phys. Rev. E 68 (2003) 036124.
5. F.A. Cowell, Measuring Inequality, second ed., Prentice-Hall, Harvester Wheatsheaf, 1995.