Analysis of passivity problems in the baltic equity market
The Baltic States equity market is a challenge for investors and financial analysts. Unfortunately strong assivity is observed in ``young'' markets, therefore any (Gaussian, α-stable etc) distribution fitting tests (Anderson–Darling, Kolmogorov–Smirnov, etc.) are poorly applicable. Impro...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2023-09-01
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| Series: | Lietuvos Matematikos Rinkinys |
| Subjects: | |
| Online Access: | https://www.zurnalai.vu.lt/LMR/article/view/30729 |