Related papers: House Price Distributions of Taiwan: A Preliminary…
This paper investigates the rank distribution, cumulative probability, and probability density of price returns for the stocks traded in the KSE and the KOSDAQ market. This research demonstrates that the rank distribution is consistent…
We investigate the distribution function and the cumulative probability for Korean household incomes, i.e., the current, labor, and property incomes. For our case, the distribution functions are consistent with a power law. It is also…
In this paper we quantitatively investigate the statistical properties of an ensemble of {\it stock prices}. We selected 1200 stocks traded in the Tokyo Stock Exchange and formed a statistical ensemble of daily stock prices for each trading…
We study the rank distribution, the cumulative probability, and the probability density of returns of stock prices of listed firms traded in four stock markets. We find that the rank distribution and the cumulative probability of stock…
A new methodology is proposed to approximate the time-dependent house price distribution at a fine regional scale using Gaussian mixtures. The means, variances and weights of the mixture components are related to time, location and dwelling…
The power-law distribution is ubiquitous and its mechanism seems to be various. We find a general mechanism for the distribution. The distribution of a geometrically growing system can be approximated by a log - completely squared chi…
In this paper, we use the house price data ranging from January 2004 to October 2016 to predict the average house price of November and December in 2016 for each district in Beijing, Shanghai, Guangzhou and Shenzhen. We apply Autoregressive…
The noncentral $t$-distribution is a generalization of the Student's $t$-distribution. In this paper we suggest an alternative approach for computing the cumulative distribution function (CDF) of the noncentral $t$-distribution which is…
The latest global financial tsunami and its follow-up global economic recession has uncovered the crucial impact of housing markets on financial and economic systems. The Chinese stock market experienced a markedly fall during the global…
We statistically investigate the distribution of share price and the distributions of three common financial indicators using data from approximately 8,000 companies publicly listed worldwide for the period 2004-2013. We find that the…
This paper presents an extensive survey of regular distributions in natural and social sciences. The survey includes studies from a wide scope of academic disciplines, in order to create an inventory of the different mathematical functions…
Nguyen has shown that on averaging over $a=1,...,q$ the 3-fold divisor function has exponent of distribution 2/3, following \cite {banks}. We follow [2] which leads to stronger bounds.
Using the uniform most powerful unbiased test, we observed the sales distribution of consumer electronics in Japan on a daily basis and report that it follows both a lognormal distribution and a power-law distribution and depends on the…
Although cumulative family name distributions in many countries exhibit power-law forms, there also exist counterexamples. The origin of different family name distributions across countries is discussed analytically in the framework of a…
We explore the house price distributions for the English cities of London, Manchester, Bristol, Newcastle, Birmingham and Leeds. We find Pareto (power law) behaviour in their upper tails, which is clearly distinct from lognormal and gamma…
This paper provides a thorough analysis on the dynamic structures and predictability of China's Consumer Price Index (CPI-CN), with a comparison to those of the United States. Despite the differences in the two leading economies, both…
We investigate the probability distribution of order imbalance calculated from the order flow data of 43 Chinese stocks traded on the Shenzhen Stock Exchange. Two definitions of order imbalance are considered based on the order number and…
We consider the problem of evaluating the cumulative distribution function (CDF) of the sum of order statistics, which serves to compute outage probability (OP) values at the output of generalized selection combining receivers. Generally,…
In the spirit of the emergent field of econophysics, a goodness-of-fit test for the Power-Law distribution, based on the Empirical Distribution Function (EDF) is presented, and related problems are discussed. An analysis of the tail…
We use house prices (HP) and house price indices (HPI) as a proxy to income distribution. Specifically, we analyze sale prices in the 1970-2010 window of over 116,000 single-family homes in Hamilton County, Ohio, including Cincinnati metro…