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Econophysics has already made a number of important empirical contributions to our understanding of the social and … amount of reasonably well-defined data. More recently, Econophysics has also begun to tackle other areas of economics where …
Persistent link: https://www.econbiz.de/10009482163
In this paper, we present an analysis of power law statistics on land markets. There have been no other studies that have analyzed power law statistics on land markets up to now. We analyzed a database of the assessed value of land, which is officially monitored and made available to the public...
Persistent link: https://www.econbiz.de/10010874812
We apply the Hurst exponent idea for investigation of DJIA index time-series data. The behavior of the local Hurst exponent prior to drastic changes in financial series signal is analyzed. The optimal length of the time-window over which this exponent can be calculated in order to make some...
Persistent link: https://www.econbiz.de/10010589501
We investigate the local fractal properties of the financial time series based on the whole history evolution (1991–2007) of the Warsaw Stock Exchange Index (WIG), connected with the largest developing financial market in Europe. Calculating the so-called local time-dependent Hurst exponent...
Persistent link: https://www.econbiz.de/10011059600
The Zipf analysis of n-words in random sequences and financial data series like the stock prices of a company has been performed. The bias as well as the resulting staircase structure of the Zipf plots are taken into account in the subsequent analysis. It is found that correlations for the sign...
Persistent link: https://www.econbiz.de/10011060484
We analyze proportional election data to show the influence of parties on the results of this kind of election. The study compiles data from different countries and dates to show that depending on how the candidate’s votes are counted, one can find that these votes have different...
Persistent link: https://www.econbiz.de/10011063746
We examine the scaling regime for the detrended fluctuation analysis (DFA)—the most popular method used to detect the presence of long-term memory in data and the fractal structure of time series. First, the scaling range for DFA is studied for uncorrelated data as a function of time series...
Persistent link: https://www.econbiz.de/10011064411
This work brings together two distinct pieces of evidence concerning, at the macro level, international distributions of incomes and their dynamics, and, at the micro level, the size distributions of firms and the properties of their growth rates. First, our empirical analysis provides a new...
Persistent link: https://www.econbiz.de/10010328462
This work brings together two distinct pieces of evidence concerning, at macro level, international distributions of incomes and their dynamics, and, at micro level, the size distributions of firms and the properties of their growth rates. Moreover, we take into the picture an intermediate level...
Persistent link: https://www.econbiz.de/10010328510
The principal finding of this study was the high capital cost and poor financial performance predicted for the size and configuration of the plant design presented. The XBi financial assessment gave a disappointingly low base-case discounted cash flow rate of return (DCFRR) of only 8.1% based on...
Persistent link: https://www.econbiz.de/10009437160