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Makoto Nohara
Publication Activity (10 Years)
Years Active: 2021-2021
Publications (10 Years): 1
Top Topics
Stock Market
Financial Time Series
Neural Network
Empirical Analysis
Top Venues
JSIAM Lett.
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Publications
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Makoto Nohara
,
Hidetoshi Nakagawa
Analysis of order book dynamics in the Japanese stock market using the Queue-Reactive Hawkes process.
JSIAM Lett.
13 (2021)