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R. A. Serota

University of Cincinnati (from arXiv:2307.03693, 2023) · ORCID · OpenAlex

14 papers in scope · 13 published · 3 on the econ.EM arXiv · 117 citations · h-index 6 (over the papers listed here)

Papers

(4 of 14)

Broken Symmetry, “Conservation Law”, and Scaling in Accumulated Stock Returns: A Modified Jones–Faddy Skew t-Distribution Perspective
published2026 · Foundations
with Arshia Ghasemi, Siqi Shao
Foundations
Asymmetry in Distributions of Accumulated Gains and Losses in Stock Returns
published2025 · Economies · 2 citations
with Hamed Farahani
Economies
Exploring Distributions of House Prices and House Price Indices
published2024 · Economies · 1 citations · first circulated 2023
with Jiong Liu, Hamed Farahani
Paper profile Economies arXiv:2312.14325
Are There Dragon Kings in the Stock Market?
published2024 · Foundations · 3 citations · first circulated 2023
with Jiong Liu, M. Dashti Moghaddam
Paper profile Foundations arXiv:2307.03693
Rethinking Generalized Beta family of distributions
published2023 · The European Physical Journal B · 7 citations
with Jiong Liu
Paper profile The European Physical Journal B arXiv:2209.05225
Distributions of historic market data: relaxation and correlations
published2021 · The European Physical Journal B · 4 citations · first circulated 2019
with M. Dashti Moghaddam, Zhiyuan Liu
The European Physical Journal B
Combined multiplicative–Heston model for stochastic volatility
published2020 · Physica A Statistical Mechanics and its Applications · 9 citations · first circulated 2018
with M. Dashti Moghaddam
Physica A Statistical Mechanics and its Applications
From a stochastic model of economic exchange to measures of inequality
published2020 · Physica A Statistical Mechanics and its Applications · 5 citations
with M. Dashti Moghaddam, Jeffrey A. Mills
Physica A Statistical Mechanics and its Applications
Implied and realized volatility: A study of distributions and the distribution of difference
published2020 · International Journal of Finance & Economics · 13 citations · first circulated 2018
with M. Dashti Moghaddam, Jiong Liu
International Journal of Finance & Economics
Generalized Beta Prime Distribution: Stochastic Model of Economic Exchange and Properties of Inequality Indices
working paper2019 · arXiv · 4 citations
with M. Dashti Moghaddam, Jeffrey A. Mills
Paper profile arXiv arXiv:1906.04822
On absence of steady state in the Bouchaud–Mézard network model
published2017 · Physica A Statistical Mechanics and its Applications · 4 citations
with Zhiyuan Liu
Physica A Statistical Mechanics and its Applications
Correlation and relaxation times for a stochastic process with a fat-tailed steady-state distribution
published2017 · Physica A Statistical Mechanics and its Applications · 11 citations
with Zhengqin Liu
Physica A Statistical Mechanics and its Applications
A model for stock returns and volatility
published2013 · Physica A Statistical Mechanics and its Applications · 24 citations
with Tao Ma
Physica A Statistical Mechanics and its Applications
Distribution of wealth in a network model of the economy
published2013 · Physica A Statistical Mechanics and its Applications · 30 citations · first circulated 2012
with Tao Ma, John G. Holden
Physica A Statistical Mechanics and its Applications

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.