Katz, Y.A.; Tian, L. - In: Physica A: Statistical Mechanics and its Applications 405 (2014) C, pp. 326-331
We analyze to what extent the emergence of fat-tailed q-Gaussian distributions of daily leverage returns of North American industrial companies that survive default and de-listing between 2006 and 2012 can be described by superstatistics. To this end, we compare mean values of the Tsallis...