Statistical Properties in Firms’ Large-scale Data(Evolutionary Economics and Social Complexity Science)

企业大规模数据的统计特征

宏观经济学

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作      者
出  版 社
出版时间
2022年06月26日
装      帧
平装
ISBN
9789811622991
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页      码
140
开      本
9.21 x 6.14 x 0.34
语      种
英文
版      次
1
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图书简介
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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