Rocha, Paulo; Raischel, Frank; Jo\~ao P. da Cruz; Lind, … - arXiv.org - 2014
Using available data from the New York stock market (NYSM) we test four different bi-parametric models to fit the correspondent volume-price distributions at each $10$-minute lag: the Gamma distribution, the inverse Gamma distribution, the Weibull distribution and the log-normal distribution....