On a possible dynamical scenario leading to a generalised Gamma distribution
Abstract
Description
In this report I present a possible scenario which can lead to the emergence of a generalised Gamma distribution first presented by R. Osorio et al. as the distribution of traded volumes of stocks in financial markets. This propose is related with superstatics and the notion of moving average commonly used in econometrics.
Brief Report containing the mainstream result. Final Article form to be presented soon. 2 Figures
Brief Report containing the mainstream result. Final Article form to be presented soon. 2 Figures