المقارنة بين عمليتي بواسون غير المتجانسة و جاما التصادفية لدراسة التغيرات في سوق الخرطوم للأوراق المالية

Abstract EN

In this study, the homogenous Poisson process was compared with the gamma-trapping process of the assets to the best process used for estimation.

The greatest possible method is used to estimate the parameters of both the heterogeneous Poisson process and the gamma process.

The comparison between these two processes is based on the comparison criteria proposed in the study.

It also examines the number of shares traded between the trading periods of the Khartoum Stock Exchange and a test whether the data follow the two processes or not, as well as the estimation of the parameters of the two comparison processes.