书目名称 | Statistical Properties in Firms’ Large-scale Data |
编辑 | Atushi Ishikawa |
视频video | |
概述 | Provides knowledge of how to analyze firms’ financial data based on empirical data.Facilitates understanding of the statistical properties of firms’ financial data and their relationship.Explains the |
丛书名称 | Evolutionary Economics and Social Complexity Science |
图书封面 |  |
描述 | .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 studie |
出版日期 | Book 2021 |
关键词 | Power Law; Log-normal Distribution; Gibrat’s Law; Cobb-Douglas; Production Function; Pareto Law |
版次 | 1 |
doi | https://doi.org/10.1007/978-981-16-2297-7 |
isbn_softcover | 978-981-16-2299-1 |
isbn_ebook | 978-981-16-2297-7Series ISSN 2198-4204 Series E-ISSN 2198-4212 |
issn_series | 2198-4204 |
copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Singapor |