Takaki Hayashi
Keio University
Network
Latest external collaboration on country level. Dive into details by clicking on the dots.
Publication
Featured researches published by Takaki Hayashi.
Journal of Economic Interaction and Coordination | 2012
Akihiro Sato; Takaki Hayashi; Janusz A. Hołyst
We investigate quotation and transaction activities in the foreign exchange market for every week during the period of June 2007 to December 2010. A scaling relationship between the mean values of number of quotations (or number of transactions) for various currency pairs and the corresponding standard deviations holds for a majority of the weeks. However, the scaling breaks in some time intervals, which is related to the emergence of market shocks. There is a monotonous relationship between values of scaling indices and global averages of currency pair cross-correlations when both quantities are observed for various window lengths Δt.
Bernoulli | 2005
Takaki Hayashi; Nakahiro Yoshida
Mathematical Finance | 2005
Takaki Hayashi; Per A. Mykland
Annales De L Institut Henri Poincare-probabilites Et Statistiques | 2011
Takaki Hayashi; Jean Jacod; Nakahiro Yoshida
Stochastic Processes and their Applications | 2011
Takaki Hayashi; Nakahiro Yoshida
Annals of the Institute of Statistical Mathematics | 2008
Takaki Hayashi; Nakahiro Yoshida
Archive | 2005
Takaki Hayashi; Nakahiro Yoshida
Statistical Inference for Stochastic Processes | 2007
Takaki Hayashi; Shigeo Kusuoka
Archive | 2008
Takaki Hayashi
Quantitative Finance | 2004
Takaki Hayashi
