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Analysis of passivity problems in the baltic equity market
- Source :
- Lietuvos Matematikos Rinkinys, Vol 46, Iss spec. (2023)
- Publication Year :
- 2023
- Publisher :
- Vilnius University Press, 2023.
-
Abstract
- 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. Improvement based on mixed distributions is proposed and its adequacy in the Baltic States market is tested. In this paper we use Koutrouvelis goodness-of-fit test and modified χ2 test.
Details
- Language :
- English, Lithuanian
- ISSN :
- 01322818 and 2335898X
- Volume :
- 46
- Issue :
- spec.
- Database :
- Directory of Open Access Journals
- Journal :
- Lietuvos Matematikos Rinkinys
- Publication Type :
- Academic Journal
- Accession number :
- edsdoj.79ddcffb731c42508bdc37ec4e4df129
- Document Type :
- article
- Full Text :
- https://doi.org/10.15388/LMR.2006.30729