A paradigm shift from production function to production copula: statistical description of production activity of firms
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Publication:2873564
DOI10.1080/14697688.2010.548823zbMath1279.91128arXiv0902.1576OpenAlexW2037813278MaRDI QIDQ2873564
Yuichi Ikeda, Hiroshi Iyetomi, Yoshi Fujiwara, Wataru Souma, Hideaki Aoyama
Publication date: 24 January 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0902.1576
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistical and quantum mechanics to economics (econophysics) (91B80)
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