dorsal/arxiv
View SchemaOn a possible dynamical scenario leading to a generalised Gamma distribution
| Authors | Silvio M. Duarte Queiros |
|---|---|
| Categories | |
| ArXiv ID | physics/0411111 |
| URL | https://arxiv.org/abs/physics/0411111 |
Abstract
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.
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"abstract": "In this report I present a possible scenario which can lead to the emergence\nof a generalised Gamma distribution first presented by R. Osorio et al. as the\ndistribution of traded volumes of stocks in financial markets. This propose is\nrelated with superstatics and the notion of moving average commonly used in\neconometrics.",
"arxiv_id": "physics/0411111",
"authors": [
"Silvio M. Duarte Queiros"
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"title": "On a possible dynamical scenario leading to a generalised Gamma distribution",
"url": "https://arxiv.org/abs/physics/0411111"
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