Dynamical model and nonextensive statistical mechanics of a market index on large time windows

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 68, Issue 4 2, 2003, Pages 461221-4612213

  Ausloos, M ^a   Ivanova, K ^b  

^a SUPRAS and GRASP   (Belgium)

^b PENNSYLVANIA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

DIFFUSION; ENTROPY; FRACTALS; FUNCTIONS; HYDRODYNAMICS; PROBABILITY DISTRIBUTIONS; THERMODYNAMICS; TURBULENCE; TURBULENT FLOW;

LANGEVIN EQUATIONS; POWER LAW DISTRIBUTIONS; THERMOSTATISTICS;

STATISTICAL MECHANICS;

EID: 0348195687     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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