• 16 Citations
  • 2 h-Index
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Fingerprint Dive into the research topics where Yoshiaki Kumagai is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

fractals Physics & Astronomy
High-frequency Data Mathematics
Fractal Structure Mathematics
Financial Data Mathematics
Fractals Engineering & Materials Science
Extreme Values Mathematics
Transaction Costs Mathematics
Fractal dimension Engineering & Materials Science

Research Output 2002 2010

  • 16 Citations
  • 2 h-Index
  • 4 Article
9 Citations (Scopus)

Fractal structure of financial high frequency data

Kumagai, Y., 2002, In : Fractals. 10, 1, p. 13-18 6 p.

Research output: Contribution to journalArticle

High-frequency Data
Fractal Structure
Financial Data
Extreme Values

Fractal structure of high-frequency data in the foreign exchange market

Kumagai, Y., 2002 Jun, In : Journal of the Korean Physical Society. 40, 6, p. 1100-1104 5 p.

Research output: Contribution to journalArticle


Weekly fractal dimensions of yen-dollar tick-by-tick exchange rates

Kumagai, Y., 2002, In : Journal of the Operations Research Society of Japan. 45, 4, p. 468-470 3 p.

Research output: Contribution to journalArticle

Fractal dimension
Exchange rates
Time scales