Namaki, A.; Koohi Lai, Z.; Jafari, G.R.; Raei, R.; … - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 14, pp. 3039-3044
One of the important issues in finance and economics for both scholars and practitioners is to describe the behavior of markets, especially during times of crises. In this paper, we analyze the behavior of some mature and emerging markets with a Tsallis entropy framework that is a non-extensive...