26 citations · 50 across the 3 of their papers we have counts for
3 papers
q-bio.NC2013
Distribution of Human Response Times
Tao Ma, John G. Holden, R. A. Serota
We demonstrate that distributions of human response times have power-law tails and, among closed-form distributions, are best fit by the generalized inverse gamma distribution. We…
q-fin.ST2013★ 24 cited
A Model for Stock Returns and Volatility
Tao Ma, R. A. Serota
We prove that Student's t-distribution provides one of the better fits to returns of S&P component stocks and the generalized inverse gamma distribution best fits VIX and VXO volat…
q-fin.ST2012★ 26 cited
Distribution Of Wealth In A Network Model Of The Economy
Tao Ma, John G. Holden, R. A. Serota
We show, analytically and numerically, that wealth distribution in the Bouchaud-Mézard network model of the economy is described by a three-parameter generalized inverse gamma dist…