Takaishi Tetsuya 高石哲弥

… Alternative Names

TAKAISHI Tetsuya 高石哲弥

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Researcher Number	60299279
Other IDs
Affiliation (Current)	2025: 広島経済大学, 教養教育部, 教授
Affiliation (based on the past Project Information) *help	2019 – 2023: 広島経済大学, 教養教育部, 教授 2018: 広島経済大学, 経済学部, 教授 2012 – 2015: 広島経済大学, 経済学部, 教授 2011: 広島経済大学, 教授 2010: 広島経済大学, 経済学部, 教授 … More 1999 – 2002: 広島経済大学, 経済学部, 助教授 1998 – 2001: 広島経済大学, 経済学部, 講師 2000: Hiroshima University of Economics, Lecturer, 経営学部, 講師 Less
Review Section/Research Field	Principal Investigator Basic Section 07030:Economic statistics-related / 素粒子・核・宇宙線 / Statistical science / Statistical science Except Principal Investigator 素粒子・核・宇宙線
Keywords	Principal Investigator ボラティリティ / 暗号資産 / ハースト指数 / 実現ボラティリティ / マルコフ連鎖モンテカルロ法 / 時系列解析 / ハイブリッドモンテカルロ法 / 格子QCD計算 / 格子QCD / リスク計量化 … More / リスク指標 / バリューアットリスク / マルチフラクタル / 仮想通貨 / 情報効率性 / ハミルトニアンモンテカルロ法 / 相互相関 / 市場効率性 / 一般化ハースト指数 / テイラー効果 / 非対称ボラティリティ / 反持続性時系列 / ビットコイン / マルチフラクタル性 / SVモデル / OpenACC / ＧＰＵ計算 / ＳＶモデル / 数理ファイナンス / 金融データ / 経済統計学 / DIC / AIC / 情報量基準 / GARCHモデル / GARCH モデル / データサイエンス / ベイズ推定 / モデル選択 / ダイナミカルフェルミオン / 奇数フレーバーシミュレーション / 奇数フレーバー / カイラルシメントリー / 有限温度相転移 / 有限密度 / 有限温度 / 質量変化率 / ケミカルポテンシャル … More Except Principal Investigator QCD / QGP / グルーオン / 繰り込み群 / シミュレーション / renormalization group / screening mass / lattice gauge theory / High Temperature-Density / 非等方格子 / インスタントン / 格子QCD / 高温度量子色力学 / 非閉じ込め相転移 / クォーク / ハドロン / 遮蔽質量 / 格子ゲージ理論 / 高温・高密度 / Improved action / Gluons / Renormalization group / Simulations / Field Theory / ゲージ理論 / 改良作用 / 場の理論 Less

暗号資産価格における時系列特性の時間変動の研究及びリスク計量化への応用Principal Investigator
- Principal Investigator
  
  高石哲弥
- Project Period (FY)
  2021 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Hiroshima University of Economics
A study of statistical properties of cryptocurrencies and their time series charactaristics by multifractal analsysisPrincipal Investigator
- Principal Investigator
  
  Takaishi Tetsuya
- Project Period (FY)
  2018 – 2021
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Hiroshima University of Economics
Construction of stochastic volatility model based on realized volatility distribution and its applicationPrincipal Investigator
- Principal Investigator
  
  Takaishi Tetsuya
- Project Period (FY)
  2013 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  Hiroshima University of Economics
Financial Time Series Analysis by GARCH Model with Rational FunctionsPrincipal Investigator
- Principal Investigator
  
  TAKAISHI Tetsuya
- Project Period (FY)
  2010 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  Hiroshima University of Economics
ハイブリッドモンテカルロ法によるフレーバー数3の格子QCD計算Principal Investigator
- Principal Investigator
  
  高石哲弥
- Project Period (FY)
  2001 – 2002
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  素粒子・核・宇宙線
- Research Institution
  Hiroshima University of Economics
有限温度相転移近傍での中間子質量変化率の格子QCD計算Principal Investigator
- Principal Investigator
  
  高石哲弥
- Project Period (FY)
  1999 – 2000
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  素粒子・核・宇宙線
- Research Institution
  Hiroshima University of Economics
First-Principle Calculation of Hadron System at finite Temperature
- Principal Investigator
  
  MIYAMURA Osamu
- Project Period (FY)
  1999 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  素粒子・核・宇宙線
- Research Institution
  Hiroshima University
Improved Actions by Renormalization Group
- Principal Investigator
  
  NAKAMURA Atsushi
- Project Period (FY)
  1998 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  素粒子・核・宇宙線
- Research Institution
  Hiroshima University

All 2024 2023 2022 2021 2020 2019 2018 2016 2015 2014 2013 2012 2011 2010 Other

All Journal Article Presentation

[Journal Article] Properties of VaR and CVaR Risk Measures in High-Frequency Domain: Long?Short Asymmetry and Significance of the Power-Law Tail2023
- Author(s)
  Takaishi Tetsuya
- Journal Title
  
  Journal of Risk and Financial Management
  
  Volume: 16 Issue: 9 Pages: 391-391
- DOI
  10.3390/jrfm16090391
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-21K01435
[Journal Article] Hurst exponent and Multifractal Properties in the Time Series of Bitcoin Trading Volume2022
- Author(s)
  Tetsuya Takaishi
- Journal Title
  
  International Journal of Engineering Research and Applications
  
  Volume: 12 Pages: 24-29
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-21K01435
[Journal Article] Time Evolution of Market Efficiency and Multifractality of the Japanese Stock Market2022
- Author(s)
  Takaishi Tetsuya
- Journal Title
  
  Journal of Risk and Financial Management
  
  Volume: 15 Issue: 1 Pages: 31-31
- DOI
  10.3390/jrfm15010031
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K01556
[Journal Article] Time-varying properties of asymmetric volatility and multifractality in Bitcoin2021
- Author(s)
  Takaishi Tetsuya
- Journal Title
  
  PLOS ONE
  
  Volume: 16 Issue: 2 Pages: e0246209-e0246209
- DOI
  10.1371/journal.pone.0246209
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K01556
[Journal Article] Recent scaling properties of Bitcoin price returns2021
- Author(s)
  Takaishi T
- Journal Title
  
  Journal of Physics: Conference Series
  
  Volume: 1730 Issue: 1 Pages: 012124-012124
- DOI
  10.1088/1742-6596/1730/1/012124
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K01556
[Journal Article] Power-law return-volatility cross-correlations of Bitcoin2020
- Author(s)
  Takaishi Tetsuya
- Journal Title
  
  EPL (Europhysics Letters)
  
  Volume: 129 Issue: 2 Pages: 28001-28001
- DOI
  10.1209/0295-5075/129/28001
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01556
[Journal Article] Rough volatility of Bitcoin2020
- Author(s)
  Takaishi Tetsuya
- Journal Title
  
  Finance Research Letters
  
  Volume: 32 Pages: 101379-101379
- DOI
  10.1016/j.frl.2019.101379
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K01556
[Journal Article] Hybrid Monte Carlo estimation of Bitcoin volatility through stochastic volatility model2019
- Author(s)
  Takaishi Tetsuya
- Journal Title
  
  International Journal of Engineering Research and Applications
  
  Volume: 9 Pages: 54-60
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K01556
[Journal Article] Market efficiency, liquidity, and multifractality of Bitcoin: A dynamic study2019
- Author(s)
  Tetsuya Takaishi, Takanori Adachi
- Journal Title
  
  Asia-Pacific Financial Markets
  
  Volume: 27 Issue: 1 Pages: 145-154
- DOI
  10.1007/s10690-019-09286-0
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01551, KAKENHI-PROJECT-18K01556, KAKENHI-PROJECT-17K01248
[Journal Article] Taylor Effect in Bitcoin Time Series2018
- Author(s)
  Tetsuya Takaishi, Takanori Adachi
- Journal Title
  
  Economics Letters
  
  Volume: 172 Pages: 5-7
- DOI
  10.1016/j.econlet.2018.07.046
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17K01248, KAKENHI-PROJECT-18K01556
[Journal Article] Analysis of Realized Volatility for Nikkei Stock Average on the Tokyo Stock Exchange2016
- Author(s)
  Tetsuya Takaishi and Toshiaki Watanabe
- Journal Title
  
  Journal of Physics: Conference Series
  
  Volume: 710 Pages: 012010-012010
- DOI
  10.1088/1742-6596/710/1/012010
- Peer Reviewed / Acknowledgement Compliant / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25330047
[Journal Article] Realized Volatility Analysis in A Spin Model of Financial Markets2014
- Author(s)
  Tetsuya Takaishi
- Journal Title
  
  JPS Conference Proceedings
  
  Volume: 1 Pages: 19007-19007
- DOI
  10.7566/jpscp.1.019007
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25330047
[Journal Article] Bayesian estimation of realized stochastic volatility model by Hybrid Monte Carlo algorithm2014
- Author(s)
  Tetsuya Takaishi
- Journal Title
  
  Journal of Physics: Conference Series
  
  Volume: 490 Pages: 12092-12092
- DOI
  10.1088/1742-6596/490/1/012092
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25330047
[Journal Article] Empirical Analysis ofStochastic Volatility Model by Hybrid Monte Carlo Algorithm2013
- Author(s)
  T.Takaishi
- Journal Title
  
  Journal of Physics: conference series
  
  Volume: 423 Pages: 12021-12021
- DOI
  10.1088/1742-6596/423/1/012021
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22500267
[Journal Article] 分数誤差関数を利用したGA RCHモデルのベイズ推定2012
- Author(s)
  高石哲弥
- Journal Title
  
  金融時系列分析の応用(広島経済大学研究双書
  
  Volume: 第39冊 Pages: 111-121
- Data Source
  KAKENHI-PROJECT-22500267
[Journal Article] BayesianInference of the GARCH model withRational Errors.2012
- Author(s)
  T.Takaishi and T.T.Chen
- Journal Title
  
  International Proceedings of Economics Development and Research
  
  Volume: Vol.29 Pages: 303-307
- URL
  http://www.ipedr.com/vol29/55-CEBMM2012-R00014.pdf
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22500267
[Journal Article] Finite-Sample Effects on the Standardized Returns of the Tokyo Stock Exchange2012
- Author(s)
  T.Takaishi
- Journal Title
  
  Procedia - Social and Behavioral Sciences
  
  Volume: 65 Pages: 968-973
- DOI
  10.1016/j.sbspro.2012.11.228
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22500267
[Journal Article] Bayesian Inference of GARCH model with Rational Errors2012
- Author(s)
  Tetsuya Takaishi
- Journal Title
  
  International Proceedings of Economics Development and Research
  
  Volume: 29 Pages: 303-307
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22500267
[Journal Article] Analysis of Realized Volatility in Two Trading Sessions of the Japanese StockMarket2012
- Author(s)
  T.Takaishi, T.T. Chen and Z.Zheng
- Journal Title
  
  Progress of TheoreticalPhysics Suppl.
  
  Volume: 194 Pages: 43-54
- DOI
  10.1143/ptps.194.43
- NAID
  110009456869
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22500267
[Journal Article] Analysis of Spin Financial Market by GARCH Model
- Author(s)
  T.Takaishi
- Journal Title
  
  Journal of Physics: conference series
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22500267
[Presentation] 高頻度データ領域におけるリスク指標2024
- Author(s)
  高石哲弥
- Organizer
  2023年度冬季JAFEE大会
- Data Source
  KAKENHI-PROJECT-21K01435
[Presentation] マルチフラクタル解析による日本株式市場効率性の時間変動の研究2022
- Author(s)
  高石　哲弥
- Organizer
  日本物理学会
- Data Source
  KAKENHI-PROJECT-18K01556
[Presentation] リスク指標におけるパリティ非対称性の時間変動2022
- Author(s)
  高石　哲弥
- Organizer
  日本物理学会
- Data Source
  KAKENHI-PROJECT-21K01435
[Presentation] 日本株式市場における効率性の長期時間変動2022
- Author(s)
  高石　哲弥
- Organizer
  日本金融・証券計量・工学学会
- Data Source
  KAKENHI-PROJECT-18K01556
[Presentation] ビットコイン時系列におけるリスク指標の時間変動2022
- Author(s)
  高石　哲弥
- Organizer
  2022年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-21K01435
[Presentation] ビットコイン市場におけるリスク指標の時間変動2021
- Author(s)
  高石　哲弥
- Organizer
  日本物理学会
- Data Source
  KAKENHI-PROJECT-21K01435
[Presentation] ビットコインにおける反持続性ボラティリティ2020
- Author(s)
  高石　哲弥
- Organizer
  日本金融・証券計量・工学学会　第52回JAFEE大会
- Data Source
  KAKENHI-PROJECT-18K01556
[Presentation] ビットコインボラティリティの実現確率的ボラティリティ変動モデルによるベイズ推定：ハミルトニアンモンテカルロ法によるアプローチ2020
- Author(s)
  高石　哲弥
- Organizer
  情報処理学会第82回全国大会
- Data Source
  KAKENHI-PROJECT-18K01556
[Presentation] 機械学習による金融時系列モデルのパラメータ推定2020
- Author(s)
  高石　哲弥
- Organizer
  人工知能学会第24回金融情報学研究会
- Data Source
  KAKENHI-PROJECT-18K01556
[Presentation] ビットコインボラティリティにおける非対称性2020
- Author(s)
  高石　哲弥
- Organizer
  2020年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-18K01556
[Presentation] ビットコイン収益率とボラティリティの相互相関におけるべき法則2020
- Author(s)
  高石　哲弥
- Organizer
  日本金融・証券計量・工学学会、2020年度夏季大会
- Data Source
  KAKENHI-PROJECT-18K01556
[Presentation] 実現確率的ボラティリティ変動モデルにおけるバイアスの測定2020
- Author(s)
  高石　哲弥
- Organizer
  2020FIT 第19回情報科学技術フォーラム
- Data Source
  KAKENHI-PROJECT-18K01556
[Presentation] ビットコイン価格の市場効率性と流動性2019
- Author(s)
  高石　哲弥、足立　高徳
- Organizer
  2018年度冬季JAFEE大会
- Data Source
  KAKENHI-PROJECT-18K01556
[Presentation] ビットコイン時系列におけるマルチフラクタル相互相関2019
- Author(s)
  高石　哲弥、足立高徳
- Organizer
  日本金融・証券計量・工学学会　第51回JAFEE大会
- Data Source
  KAKENHI-PROJECT-18K01556
[Presentation] ビットコインにおけるラフボラティリティとラフ取引高2019
- Author(s)
  高石　哲弥
- Organizer
  第22回人工知能学会金融情報学研究会
- Data Source
  KAKENHI-PROJECT-18K01556
[Presentation] 収益率とボラティリティ間の相互相関におけるべき乗則2019
- Author(s)
  高石　哲弥
- Organizer
  2019年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-18K01556
[Presentation] ビットコイン時系列におけるテイラー効果2018
- Author(s)
  高石　哲弥、　足立　高徳
- Organizer
  2018年度夏季JAFEE大会
- Data Source
  KAKENHI-PROJECT-18K01556
[Presentation] ビットコイン価格時系列の統計的性質2018
- Author(s)
  高石　哲弥
- Organizer
  第21回人工知能学会金融情報学研究会
- Data Source
  KAKENHI-PROJECT-18K01556
[Presentation] 実現確率的ボラティリティ変動モデルによる株価収益率変動の分析2016
- Author(s)
  高石　哲弥
- Organizer
  日本金融・証券計量・工学学会
- Place of Presentation
  慶応義塾大学　三田キャンパス
- Year and Date
  2016-01-24
- Data Source
  KAKENHI-PROJECT-25330047
[Presentation] Accelerating the hybrid Monte Carlo algorithm by GPU computing for the realized stochastic volatility model2015
- Author(s)
  Tetsuya Takaishi and Yubin Liu
- Organizer
  GTC Japan 2015
- Place of Presentation
  虎ノ門ヒルズフォーラム
- Year and Date
  2015-09-18
- Data Source
  KAKENHI-PROJECT-25330047
[Presentation] An application of the hybrid Monte Carlo algorithm for realized stochastic volatility model2015
- Author(s)
  T.Takaishi, Y.Liu and T.T. Chen
- Organizer
  LATTICE 2015
- Place of Presentation
  Kobe International Conference Center
- Year and Date
  2015-07-14
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25330047
[Presentation] GPGPU Computing in Financial Time Series2014
- Author(s)
  高石　哲弥
- Organizer
  GTC Japan 2014
- Place of Presentation
  東京ミッドタウンホール＆カンファレンス、東京都港区
- Year and Date
  2014-07-16
- Data Source
  KAKENHI-PROJECT-25330047
[Presentation] 分数関数プロセスをもつGARCHモデルによる株価時系列解析2013
- Author(s)
  高石哲弥
- Organizer
  JAFEE 2012 冬季大会
- Place of Presentation
  筑波大学東京キャンパス文京校舎
- Year and Date
  2013-01-25
- Data Source
  KAKENHI-PROJECT-22500267
[Presentation] ハイブリッドモンテカルロ法による実現確率的ボラティリティモデルのベイズ推定2013
- Author(s)
  高石　哲弥
- Organizer
  日本金融・証券計量・工学学会
- Place of Presentation
  明治大学
- Data Source
  KAKENHI-PROJECT-25330047
[Presentation] 分数誤差分布をもつGARC Hモデルによる金融時系列解析2012
- Author(s)
  高石哲弥
- Organizer
  統計関連学会連合大会
- Place of Presentation
  北海道大学
- Year and Date
  2012-09-10
- Data Source
  KAKENHI-PROJECT-22500267
[Presentation] 実現ボラティリティによって標準化された株価収益率における有限サンプリング効果2012
- Author(s)
  高石哲弥
- Organizer
  JAFEE 2012 夏季大会
- Place of Presentation
  成城大学
- Year and Date
  2012-08-03
- Data Source
  KAKENHI-PROJECT-22500267
[Presentation] Effects of Finite-Sample and Realized Kernels on Standardized Returns on the Tokyo Stock Exchange2012
- Author(s)
  T.Takaishi
- Organizer
  The Third International Conference" High-Frequency Data Analysis in Financial Markets
- Place of Presentation
  広島経済大学
- Year and Date
  2012-11-17
- Data Source
  KAKENHI-PROJECT-22500267
[Presentation] 東京証券取引所における株価実現ボラティリティの分析2011
- Author(s)
  高石哲弥
- Organizer
  JAFEE 2011 夏季大会
- Place of Presentation
  慶應義塾大学・三田キャンパス
- Year and Date
  2011-10-15
- Data Source
  KAKENHI-PROJECT-22500267
[Presentation] Analysis of realized volatility in two trading sessions of the Tokyo Stock Exchange2011
- Author(s)
  Tetsuya Takaishi
- Organizer
  The Second International Conference "High-frequency Data Analysis in Financial Markets
- Place of Presentation
  大阪大学中之島センター
- Year and Date
  2011-10-29
- Data Source
  KAKENHI-PROJECT-22500267
[Presentation] 東京証券取引所における株価実現ボラティリティの分析2011
- Author(s)
  高石哲弥
- Organizer
  日本金融・証券計量・工学学会
- Place of Presentation
  慶応義塾大学三田キャンパス(東京)
- Year and Date
  2011-10-15
- Data Source
  KAKENHI-PROJECT-22500267
[Presentation] 日本市場の日中実現ボラティリティ分布の解析2010
- Author(s)
  高石哲弥
- Organizer
  日本物理学会
- Place of Presentation
  大阪府立大学中百舌鳥
- Year and Date
  2010-09-24
- Data Source
  KAKENHI-PROJECT-22500267
[Presentation] 分数誤差分布をもつＧＡＲＣＨモデルによる金融時系列解析
- Author(s)
  高石哲弥
- Organizer
  統計関連学会連合大会
- Place of Presentation
  北海道大学
- Data Source
  KAKENHI-PROJECT-22500267
[Presentation] 分数関数プロセスをもつＧＡＲＣＨモデルによる株価時系列解析
- Author(s)
  高石哲弥
- Organizer
  JAFEE 2012 冬季大会
- Place of Presentation
  筑波大学東京キャンパス文京校舎
- Data Source
  KAKENHI-PROJECT-22500267

1. HASHIMOTO Takaaki (30228415)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
2. NAKAMURA Atsushi (30130876)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
3. SAKAI Sunao (10015828)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
4. MIYAMURA Osamu (80029511)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
5. HIOKI Shinji (70238252)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
6. 金谷和至 (80214443)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. 足立高徳

# of Collaborated Projects: 0 results

# of Collaborated Products: 2 results

Takaishi Tetsuya 高石 哲弥

TAKAISHI Tetsuya 高石 哲弥

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暗号資産価格における時系列特性の時間変動の研究及びリスク計量化への応用Principal Investigator

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A study of statistical properties of cryptocurrencies and their time series charactaristics by multifractal analsysisPrincipal Investigator

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Construction of stochastic volatility model based on realized volatility distribution and its applicationPrincipal Investigator

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Financial Time Series Analysis by GARCH Model with Rational FunctionsPrincipal Investigator

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ハイブリッドモンテカルロ法によるフレーバー数3の格子QCD計算Principal Investigator

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有限温度相転移近傍での中間子質量変化率の格子QCD計算Principal Investigator

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First-Principle Calculation of Hadron System at finite Temperature

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Improved Actions by Renormalization Group

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[Journal Article] Properties of VaR and CVaR Risk Measures in High-Frequency Domain: Long?Short Asymmetry and Significance of the Power-Law Tail2023

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[Journal Article] Hurst exponent and Multifractal Properties in the Time Series of Bitcoin Trading Volume2022

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[Journal Article] Time Evolution of Market Efficiency and Multifractality of the Japanese Stock Market2022

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[Journal Article] Time-varying properties of asymmetric volatility and multifractality in Bitcoin2021

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[Journal Article] Recent scaling properties of Bitcoin price returns2021

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[Journal Article] Power-law return-volatility cross-correlations of Bitcoin2020

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Takaishi Tetsuya 高石哲弥

TAKAISHI Tetsuya 高石哲弥