Statistical Properties in Firms' Large-scale Data (Hardcover, 1st ed. 2021)

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.

General

Imprint:	Springer Verlag, Singapore
Country of origin:	Singapore
Series:	Evolutionary Economics and Social Complexity Science, 26
Release date:	June 2021
First published:	2021
Authors:	Atushi Ishikawa
Dimensions:	235 x 155mm (L x W)
Format:	Hardcover
Pages:	140
Edition:	1st ed. 2021
ISBN-13:	978-981-16-2296-0
Categories:	Books > Business & Economics > Economics > Economic theory & philosophy Books > Science & Mathematics > Mathematics > Probability & statistics Books > Social sciences > Sociology, social studies > Social research & statistics > General Books > Business & Economics > Economics > Macroeconomics > General Promotions
LSN:	981-16-2296-5
Barcode:	9789811622960

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