Firm growth and Laplace distribution: the importance of large jumps
type: Item
instance of: scholarly article
title: Firm growth and Laplace distribution: the importance of large jumps
zbMATH Open document ID: 1418.91318
author: Yoshiyuki Arata
publication date: 2019-07-12T00:00:00Z
full work available at URL: 14e033.pdf
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 7080131
zbMATH Keywords: firm growth
zbMATH Keywords: Gibrat's model
zbMATH Keywords: law of proportionate effect
zbMATH Keywords: Laplace distribution
zbMATH Keywords: variance Gamma process
MaRDI profile type: Publication
OpenAlex ID: W2890498187
cites work: A statistical equilibrium model of competitive firms
cites work: Why are distributions of firm growth rates tent-shaped?
cites work: A generalized preferential attachment model for business firms growth rates. II. Mathematical treatment.
cites work: Growth volatility and size: a firm-level study
cites work: Q4343010
cites work: A Representation of Independent Increment Processes without Gaussian Components
cites work: The Granular Origins of Aggregate Fluctuations
cites work: Do firms share the same functional form of their growth rate distribution? A statistical test
cites work: Convolution equivalence and infinite divisibility
cites work: Convolution Equivalence and Infinite Divisibility: Corrections and Corollaries
cites work: Q4937701
cites work: Q4863755
cites work: Convolution equivalence and distributions of random sums
Wikidata QID: Q128061795
DOI: 10.1016/J.JEDC.2019.01.009
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 7080131