We propose a new approach for analyzing price fluctuations in their strongly correlated regime ranging from minutes to months. This is done by employing a self-similarity assumption for the magnitude of coarse-grained price fluctuation or volatility. The existence of a Cramer function, the...

The statistical characteristics of sample-to-sample fluctuations of the specific heat in one-dimensional dilute Ising models are studied by using the fluctuation-spectrum approach for the global characterization of fluctuations. It is found that below a critical value of q, which is the...

Large spatial fluctuations of local magnetizations in the one-dimensional Ising and the spin 12 XY chains are studied from the viewpoint of the fluctuation spectrum, and the generalized spatial correlations are also calculated. This is based on the fact that large fluctuation characteristics of...

Labour productivity distribution (dispersion) is studied both theoretically and empirically. Superstatistics is presented as a natural theoretical framework for productivity. The demand index ê is proposed within this framework as a new business index. Japanese productivity data covering...

Credit relationships between commercial banks and quoted firms are studied for the structure and its temporal change from the year 1980 to 2005. At each year, the credit network is regarded as a weighted bipartite graph where edges correspond to the relationships and weights refer to the amounts...

The distribution of labour productivity is investigated by analyzing the longitudinal micro-level data set which contains detailed financial condition of large numbers of Japanese companies over the period 1996--2006. The generalized beta function of the second kind is applied to explain the...

We present a new approach to understanding credit relationships between commercial banks and quoted firms, and with this approach, examine the temporal change in the structure of the Japanese credit network from 1980 to 2005. At each year, the credit network is regarded as a weighted bipartite...