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Statistical Properties in Firms' Large-scale Data (Hardcover, 1st ed. 2021)
Loot Price: R3,514
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Statistical Properties in Firms' Large-scale Data (Hardcover, 1st ed. 2021)
Series: Evolutionary Economics and Social Complexity Science, 26
Expected to ship within 12 - 17 working days
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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.
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