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: | Igoris Belovas, Audrius Kabašinskas, Leonidas Sakalauskas |
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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 |
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