43 citations · 65 across the 10 of their papers we have counts for
Showing 2016Show all
3 papers · 1 filter
q-fin.ST2016
The Random Walk behind Volatility Clustering
Sabiou Inoua
Financial price changes obey two universal properties: they follow a power law and they tend to be clustered in time. The second regularity, known as volatility clustering, entails…
q-fin.ST2016
Speculation and Power Law
Sabiou Inoua
It is now well established empirically that financial price changes are distributed according to a power law, with cubic exponent. This is a fascinating regularity, as it holds for…
q-fin.ST2016★ 43 cited
A Simple Measure of Economic Complexity
Sabiou Inoua
Contrary to conventional economic growth theory, which reduces a country's output to one aggregate variable (GDP), product diversity is central to economic development, as recent '…