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On a possible dynamical scenario leading to a generalised Gamma distribution
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On a possible dynamical scenario leading to a generalised Gamma distribution
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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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Cited by 2 Pith papers
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Hyperstatistics
A q-generalized Boltzmann factor is derived for multiple probability distributions and applied to complex systems across condensed matter, particle physics, and turbulence.
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Hyperstatistics
Hyperstatistics derives closed-form q-generalized Boltzmann factors for non-Boltzmann-Gibbs domains that reduce to q-exponentials across uniform, gamma, log-normal, F, and q-gamma distributions.
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