A statistical analysis of product prices in online markets

Publisher: Research Center for Price Dynamics, Institute of Economic Research, Hitotsubashi University

Notes on use

Note (General)：: 日本学術振興会・科学研究費補助金（学術創成研究費） = JSPS Grant-in-Aid for Creative Scientific Research

Detailed bibliographic record

Summary, etc.：: We empirically investigate fluctuations in product prices in online markets by using a tick-by-tick price data collected from a Japanese price compari...

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Material Type: 文書・図像類
Title: A statistical analysis of product prices in online markets
Author/Editor: 水野, 貴之
渡辺, 努
Author Heading: 水野, 貴之ミズノ, タカユキ
渡辺, 努ワタナベ, ツトム
Publication, Distribution, etc.: Research Center for Price Dynamics, Institute of Economic Research, Hitotsubashi University
Publication Date: 2009-05-15
Publication Date (W3CDTF): 2009-05-15
Contributor: 日本経済の物価変動ダイナミクスの解明 = Understanding Inflation Dynamics of the Japanese Economy
Text Language Code: eng
Subject Heading: Economics
econophysics
financial markets
business and management
Brownian motion
Time series analysis
Target Audience: 一般
Note (General): 日本学術振興会・科学研究費補助金（学術創成研究費） = JSPS Grant-in-Aid for Creative Scientific Research
Format (IMT): application/pdf
Source: fulltext
https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/17370/IFD_WP40.pdf
Access Restrictions: インターネット公開
Related Material (URI): URI
http://www.ier.hit-u.ac.jp/~ifd/
Periodical Title: Working Paper Series ; No. 40
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 一橋大学 : HERMES-IR(一橋大学機関リポジトリ) : Research & Education Resources