On the distribution of high-frequency stock market traded volume: a dynamical scenario
On the distribution of high-frequency stock market traded volume: a dynamical scenario
This manuscript reports a stochastic dynamical scenario whose associated stationary probability density function is exactly a previously proposed one to adjust high-frequency traded volume distributions. This dynamical conjecture, physically connected to superstatiscs, which is intimately related with the current nonextensive statistical mechanics framework, is based on the idea of local …