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Statistical Properties in Firms' Large-scale Data (Hardcover, 1st ed. 2021) Loot Price: R3,119
Discovery Miles 31 190
Statistical Properties in Firms' Large-scale Data (Hardcover, 1st ed. 2021): Atushi Ishikawa

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

Atushi Ishikawa

Series: Evolutionary Economics and Social Complexity Science, 26

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Loot Price R3,119 Discovery Miles 31 190 | Repayment Terms: R292 pm x 12*

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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
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LSN: 981-16-2296-5
Barcode: 9789811622960

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