Superstatistical fluctuations in time series of leverage returns
Year of publication: |
2014
|
---|---|
Authors: | Katz, Y.A. ; Tian, L. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 405.2014, C, p. 326-331
|
Publisher: |
Elsevier |
Subject: | Superstatistics | Default risk | q-Gaussian distributions |
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