On a possible dynamical scenario leading to a generalised Gamma distribution

dc.creatorQueiros, Silvio M. Duarte
dc.date2004-11-10
dc.date.accessioned2026-07-07T05:53:24Z
dc.date.available2026-07-07T05:53:24Z
dc.descriptionIn 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.
dc.descriptionBrief Report containing the mainstream result. Final Article form to be presented soon. 2 Figures
dc.identifierhttps://arxiv.org/abs/physics/0411111
dc.identifierhttp://arxiv.org/abs/physics/0411111
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/86631
dc.subjectData Analysis, Statistics and Probability
dc.titleOn a possible dynamical scenario leading to a generalised Gamma distribution
dc.typetext

Files

Collections