Nonparametric methods and local†time†based estimation for dynamic power law distributions
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DOI: 10.1002/jae.2573
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Cited by:
- Fernholz, Ricardo & Kramer, Rory, 2021. "Racing to Zipf's Law: Race and Metro Population Size 1910-2010," SocArXiv p5tuh, Center for Open Science.
- Ricardo T. Fernholz & Robert Fernholz, 2022. "Permutation-weighted portfolios and the efficiency of commodity futures markets," Annals of Finance, Springer, vol. 18(1), pages 81-108, March.
- Ricardo T. Fernholz & Robert Fernholz, 2017. "Zipf's Law for Atlas Models," Papers 1707.04285, arXiv.org, revised Jun 2020.
- Ricardo T. Fernholz & Christoffer Koch, 2018. "The Rank Effect," Papers 1812.06000, arXiv.org.
- Fernholz, Ricardo T. & Koch, Christoffer, 2021. "The rise of big U.S. banks and the fall of big European banks: A statistical decomposition," European Economic Review, Elsevier, vol. 135(C).
- Fernholz, Ricardo T. & Hagler, Kara, 2023. "Rising inequality and declining mobility in the Forbes 400," Economics Letters, Elsevier, vol. 230(C).
- Ricardo T. Fernholz & Caleb Stroup, 2018. "Asset Price Distributions and Efficient Markets," Papers 1810.12840, arXiv.org.
- Ricardo T. Fernholz & Robert Fernholz, 2020. "Permutation-Weighted Portfolios and the Efficiency of Commodity Futures Markets," Papers 2001.06914, arXiv.org, revised Dec 2020.
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