Statistical Properties in Firms' Large-scale Data
(Sprache: Englisch)
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,...
Jetzt vorbestellen
versandkostenfrei
Buch (Gebunden)
117.69 €
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenlose Rücksendung
- Ratenzahlung möglich
Produktdetails
Produktinformationen zu „Statistical Properties in Firms' Large-scale Data “
Klappentext zu „Statistical Properties in Firms' Large-scale Data “
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.
Inhaltsverzeichnis zu „Statistical Properties in Firms' Large-scale Data “
Chapter 1. Introduction.- Chapter 2. Non-Gibrat's Property in the Mid-scale Range.- Chapter 3. Quasi-statistically Varying Power-law and Log-normal Distributions.- Chapter 4. Extension of Non-Gibrat's Property.- Chapter 5. Long-term Firm Growth Derived from Non-Gibrat's Property and Gibrat's Law.- Chapter 6. Firm-age Distribution and the Inactive Rate of Firms.- Chapter 7. Statistical Properties in Inactive Rate of Firms.- Chapter 8. Power Laws with Different Exponents in Firm-Size Variables.- Chapter 9. Why does Production Function Take the Cobb-Douglas Form?.
Autoren-Porträt von Atushi Ishikawa
Atushi Ishikawa, Kanazawa Gakuin UniversityThe author was originally a theoretical physicist of elementary particles. He now specializes in Econophysics and is primarily engaged in the study of the statistical properties of firms' large-scale financial data. The study covers a wide range of other topics, including analyzing point-of-sale (POS) data, analyzing Twitter, and analyzing land prices.
Bibliographische Angaben
- Autor: Atushi Ishikawa
- 2021, 1st ed. 2021, XV, 140 Seiten, 5 farbige Abbildungen, Maße: 15,5 x 23,5 cm, Gebunden, Englisch
- Verlag: Springer, Berlin
- ISBN-10: 9811622965
- ISBN-13: 9789811622960
Sprache:
Englisch
Kommentar zu "Statistical Properties in Firms' Large-scale Data"
0 Gebrauchte Artikel zu „Statistical Properties in Firms' Large-scale Data“
Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
---|
Schreiben Sie einen Kommentar zu "Statistical Properties in Firms' Large-scale Data".
Kommentar verfassen