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Benford's law and Theil transform of financial data
income expenses religious community Benford's laws Theil map time series.
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2012/9/14
Among econophysics investigations, studies of religious groups have been of interest. On one hand, the present paper concerns the Antoinist community nancial reports, - a community which appeared at ...
Universal Correlations and Power-Law Tails in Financial Covariance Matrices
Universal Correlations Power-Law Tails Financial Covariance Matrices
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2010/11/1
Signatures of universality are detected by comparing individual eigenvalue distributions and level spacings from financial covariance matrices to random matrix predictions. A chopping procedure is dev...
Law of the exponential functional of one-sided Lévy processes and Asian options
L´ evy processes exponential functional special functions
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2010/11/1
The purpose of this note is to describe, in terms of a power series, the distribution function
of the exponential functional, taken at some independent exponential time, of a spectrally negative L&ac...