On the emergence of a generalised Gamma distribution. Application to traded volume in financial markets
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Publication:2793842
DOI10.1209/EPL/I2005-10109-0zbMath1332.62318arXivcond-mat/0502337OpenAlexW2124587659MaRDI QIDQ2793842
Publication date: 17 March 2016
Published in: Europhysics Letters (EPL) (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0502337
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70) Economic time series analysis (91B84) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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