Summary
Taking advantage of the oscillatory evolution of stock prices, we analyze the evolution of stock prices in terms of the oscillation theory. We apply the formalisms to Nikkei225 data and compare with the predictions of the random walk theory.
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References
Kohmura T and Nozawa S (2003a) Analytical Study on the Evolution of Economical Indices, Josai University Bulletin the Department of Ecomomics, 21: 1–14
Kohmura T and Nozawa S (2003b) Analytical Study on the Evolution of Economical Indices II, Annual Reports of Josai Graduate School of Economics, 19: 23–37
Nozawa S and Kohmura T (2004) A Study of the evolution of Stock Price Indices in Terms of Oscillation Theory, The Josai Journal of Business Administration, 1: 45–54
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© 2006 Springer-Verlag Tokyo
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Nozawa, S., Kohmura, T. (2006). Analysis of Evolution of Stock Prices in Terms of Oscillation Theory. In: Takayasu, H. (eds) Practical Fruits of Econophysics. Springer, Tokyo. https://doi.org/10.1007/4-431-28915-1_31
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DOI: https://doi.org/10.1007/4-431-28915-1_31
Publisher Name: Springer, Tokyo
Print ISBN: 978-4-431-28914-2
Online ISBN: 978-4-431-28915-9
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