Téléchargez le livre : Statistical Properties in Firms' Large-scale Data

Statistical Properties in Firms' Large-scale Data

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Éditeur :

Springer


Collection :

Evolutionary Economics and Social Complexity Science

Paru le : 2021-06-25

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Description

This is the first book to provide a systematic description of statistical properties of large-scale financial data. Specifically, the power-law and log-normal distributions observed at a given time and their changes using time-reversal symmetry, quasi-time-reversal symmetry, Gibrat's law, and the non-Gibrat's property observed in a short-term period are derived here. The statistical properties observed over a long-term period, such as power-law and exponential growth, are also derived. These subjects have not been thoroughly discussed in the field of economics in the past, and this book is a compilation of the author's series of studies by reconstructing the data analyses published in 15 academic journals with new data. This book provides readers with a theoretical and empirical understanding of how the statistical properties observed in firms’ large-scale data are related along the time axis. It is possible to expand this discussion to understand theoretically and empirically how the statistical properties observed among differing large-scale financial data are related. This possibility provides readers with an approach to microfoundations, an important issue that has been studied in economics for many years.
Pages
140 pages
Collection
Evolutionary Economics and Social Complexity Science
Parution
2021-06-25
Marque
Springer
EAN papier
9789811622960
EAN PDF
9789811622977
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
14
Taille du fichier
3912 Ko
Prix
105,49 €
EAN EPUB
9789811622977
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
14
Taille du fichier
5939 Ko
Prix
105,49 €

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