On a possible dynamical scenario leading to a generalised Gamma distribution
Data Analysis, Statistics and Probability
2007-05-23 v1
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.
Keywords
Cite
@article{arxiv.physics/0411111,
title = {On a possible dynamical scenario leading to a generalised Gamma distribution},
author = {Silvio M. Duarte Queiros},
journal= {arXiv preprint arXiv:physics/0411111},
year = {2007}
}
Comments
Brief Report containing the mainstream result. Final Article form to be presented soon. 2 Figures