Abstract

https://ssrn.com/abstract=1597505
 
 

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Supporting Information – An Explanation of Universality in Growth Fluctuations


Yonathan Schwarzkopf


Lime Brokerage LLC; Santa Fe Institute

Robert L. Axtell


George Mason University - Department of Computational Social Science; George Mason University - Department of Economics; Santa Fe Institute - Economics

J. Doyne Farmer


Institute for New Economic Thinking; Santa Fe Institute

January 31, 2011


Abstract:     
Supplementary materials for "The cause of universality in growth fluctuations".

As supplementary materials we provide the following:

In Section 1 we discuss a modification to our model incorporating a constraint over the number of elements. In Section 2 we derive and discuss in detail the logarithmic growth rate distribution arising from our model. In Section 3 we discuss a modification to the model that incorporates correlations in the replication factors of elements belonging to the same group. In Section 4 we describe in more detail the fitting procedures and the data sets used in our empirical investigation. We provide in this section additional analysis supporting our results.

Number of Pages in PDF File: 36

Keywords: firm growth, scaling, mutual fund flows

JEL Classification: C21, D21


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Date posted: April 29, 2010 ; Last revised: February 10, 2011

Suggested Citation

Schwarzkopf, Yonathan and Axtell, Robert L. and Farmer, J. Doyne, Supporting Information – An Explanation of Universality in Growth Fluctuations (January 31, 2011). Available at SSRN: https://ssrn.com/abstract=1597505 or http://dx.doi.org/10.2139/ssrn.1597505

Contact Information

Yonathan Schwarzkopf (Contact Author)
Lime Brokerage LLC ( email )
625 Broadway
New York, NY 10012
United States
Santa Fe Institute
1399 Hyde Park Road
Santa Fe, NM 87501
United States
Robert L. Axtell
George Mason University - Department of Computational Social Science ( email )
4400 University Drive
375 Research Hall
Fairfax, VA 22030
United States
George Mason University - Department of Economics ( email )
4400 University Drive
Fairfax, VA 22030
United States
Santa Fe Institute - Economics ( email )
1399 Hyde Park Rd
Santa Fe, NM 87501
United States
J. Doyne Farmer
Institute for New Economic Thinking ( email )
Eagle House
Walton Well Road
Oxford, OX2 6ED
United Kingdom
HOME PAGE: http://www.inet.ox.ac.uk/people/view/4
Santa Fe Institute ( email )
1399 Hyde Park Road
Santa Fe, NM 87501
United States
505-984-8800 (Phone)
505-982-0565 (Fax)
HOME PAGE: http://www.santafe.edu/~jdf/
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