Nonextensive statistical features of the Polish stock market fluctuations

Physica A: Statistical Mechanics and its Applications

Volumn 374, Issue 1, 2007, Pages 315-324

  Rak, R ^a   Drozdz, S ^a,b   Kwapien J ^b  

^a UNIVERSITY OF RZESZÓW   (Poland)

^b INSTITUTE OF NUCLEAR PHYSICS   (Poland)

Author keywords

Financial markets; q Gaussian distributions; Tsallis statistics

Indexed keywords

MARKETING; NORMAL DISTRIBUTION; PARAMETER ESTIMATION;

FINANCIAL MARKETS; Q-GAUSSIAN DISTRIBUTIONS; TSALLIS STATISTICS;

STATISTICAL MECHANICS;

EID: 33751176282     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2006.07.035     Document Type: Article

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