Distribution of wealth in a network model of the economy
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DOI: 10.1016/j.physa.2013.01.045
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Cited by:
- Zhiyuan Liu & R. A. Serota, 2017. "On absence of steady state in the Bouchaud-M\'ezard network model," Papers 1704.02377, arXiv.org.
- M. Dashti Moghaddam & Zhiyuan Liu & R. A. Serota, 2019. "Distributions of Historic Market Data -- Relaxation and Correlations," Papers 1907.05348, arXiv.org, revised Feb 2020.
- Dashti Moghaddam, M. & Serota, R.A., 2021. "Combined multiplicative–Heston model for stochastic volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 561(C).
- Liu, Z. & Serota, R.A., 2017. "Correlation and relaxation times for a stochastic process with a fat-tailed steady-state distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 474(C), pages 301-311.
- Jiong Liu & Hamed Farahani & R. A. Serota, 2023. "Exploring Distributions of House Prices and House Price Indices," Papers 2312.14325, arXiv.org.
- Jiong Liu & R. A. Serota, 2023. "Rethinking Generalized Beta family of distributions," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 96(2), pages 1-14, February.
- M. Dashti Moghaddam & Jiong Liu & R. A. Serota, 2021. "Implied and realized volatility: A study of distributions and the distribution of difference," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2581-2594, April.
- Max Greenberg & H. Oliver Gao, 2024. "Twenty-five years of random asset exchange modeling," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 97(6), pages 1-27, June.
- Jiong Liu & R. A. Serota, 2022. "Rethinking Generalized Beta Family of Distributions," Papers 2209.05225, arXiv.org.
- Dashti Moghaddam, M. & Mills, Jeffrey & Serota, R.A., 2020. "From a stochastic model of economic exchange to measures of inequality," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 559(C).
- Z. Liu & J. G. Holden & R. A. Serota, 2016. "Probability Density Of Response Times And Neurophysiology Of Cognition," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 19(04n05), pages 1-17, June.
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Keywords
Network model; Small world network; Wealth distribution; Mean field theory; Effective field theory; Generalized inverse gamma distribution; Pareto; Power-law tail; Fokker–Planck equation;All these keywords.
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