Small scale behavior of financial data
A new approach is presented to describe the change in the statistics of the log return distribution of financial data as a function of the timescale. To this purpose a measure is introduced, which quantifies the distance of a considered distribution to a
Nawroth, Andreas P., Peinke, Joachim
core +2 more sources
The accumulative law and its probability model: an extension of the Pareto distribution and the log-normal distribution. [PDF]
Feng M +4 more
europepmc +1 more source
Firm Size Distribution under Horizontal and Vertical R&D [PDF]
This paper studies the firm size distribution arising from an endogenous growth model of quality ladders with expanding variety. The probability distribution function of a given cohort of firms is a Poisson distribution that converges asymptotically to a
Fernanda Figueiredo, Pedro Mazeda Gil
core
Log-epsilon-skew normal: A generalization of the log-normal distribution. [PDF]
Hutson AD, Mashtare TL, Mudholkar GS.
europepmc +1 more source
Stationary log-normal distribution of weights stems from spontaneous ordering in adaptive node networks. [PDF]
Uzan H +4 more
europepmc +1 more source
Multiplicative dynamics underlie the emergence of the log-normal distribution of spine sizes in the neocortex in vivo. [PDF]
Loewenstein Y, Kuras A, Rumpel S.
europepmc +1 more source
Activity constraints and the emergence of non-scale-free networks: Evidence from hip-hop and academia. [PDF]
Lee J, Li Y.
europepmc +1 more source
Bayesian Estimation of Marginal Quantiles with Missing Data in a Multivariate Regression Framework. [PDF]
Morán-Vásquez RA +2 more
europepmc +1 more source

