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Many complex systems present an intrinsic bipartite nature and are described and modeled in terms of networks. Bipartite networks are often very heterogeneous in the number of relationships that the elements of one set establish with the elements of the other set and the heterogeneity makes it...
Persistent link: https://www.econbiz.de/10014190666
By analyzing a database of a questionnaire answered by a large majority of candidates and elected in a parliamentary election, we quantitatively verify that female candidates on average present political profiles which are more compassionate and more concerned with social welfare issues than...
Persistent link: https://www.econbiz.de/10014163924
In this paper we discuss univariate statistical properties of volatility. We present a parsimonious univariate model that well reproduces two stylized facts of volatility: the power-law decay of the volatility probability density function with exponent α and the power-law decay of the...
Persistent link: https://www.econbiz.de/10013083994
We present an analysis of the credit market of Japan. The analysis is performed by investigating the bipartite network of banks and firms which is obtained by setting a link between a bank and a firm when a credit relationship is present in a given time window. In our investigation we focus on a...
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We study how the round-off (or discretization) error changes the statistical properties of a Gaussian long memory process. We show that the autocovariance and the spectral density of the discretized process are asymptotically rescaled by a factor smaller than one, and we compute exactly this...
Persistent link: https://www.econbiz.de/10014179696