Non-extensive behavior of a stock market index at microscopic time scales
Year of publication: |
2007
|
---|---|
Authors: | Cortines, A.A.G. ; Riera, R. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 377.2007, 1, p. 181-192
|
Publisher: |
Elsevier |
Subject: | Non-extensive statistical mechanics | Stochastic processes | Econophysics | Non-linear dynamics | High-frequency returns |
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