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arXiv physics/0701302physics.soc-phcond-mat.stat-mechphysics.gen-phq-fin.ST
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企业破产中的权力法则

Power Law in Firms Bankruptcy

Byoung Hee Hong, Kyoung Eun Lee, Jae Woo Lee

摘要:

我们认为,在2002年8月1日至2003年10月28日期间,韩国企业破产的数量波动的标度行为。破产企业数量的分布服从幂律。帕累托指数接近于1。我们还考虑了破产公司数量的每日增量。破产企业日增量的概率分布在中心部分服从高斯分布,并具有厚尾。破产企业日增量概率分布的尾部服从幂律分布。

英文摘要:

We consider the scaling behaviors for fluctuations of the number of Korean firms bankrupted in the period from August 1 2002 to October 28 2003. We observe a power law for the distribution of the number of the bankrupted firms. The Pareto exponent is close to unity. We also consider the daily increments of the number of firms bankrupted. The probability distribution of the daily increments for the firms bankrupted follows the Gaussian distribution in central part and has a fat tail. The tail parts of the probability distribution of the daily increments for the firms bankrupted follow a power law.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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