On a possible dynamical scenario leading to a generalised Gamma distribution

Loading...
Thumbnail Image

Date

Journal Title

Journal ISSN

Volume Title

Publisher

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

Citation

Consulte el texto completo en el siguiente enlace:

Collections