On anomalous distributions in intra-day financial time series and non-extensive statistical mechanics

Physica A: Statistical Mechanics and its Applications

Volumn 344, Issue 1-2, 2004, Pages 279-283

  Queirós, Silvio M Duarte ^a  

^a CENTRO BRASILEIRO DE PESQUISAS FÍSICAS   (Brazil)

Author keywords

Complex systems; Econophysics; Non extensive statistical mechanics

Indexed keywords

DIFFERENTIAL EQUATIONS; FINANCE; FRACTALS; INTEGRAL EQUATIONS; INVENTORY CONTROL; LARGE SCALE SYSTEMS; STATISTICAL MECHANICS;

ECONOPHYSICS; MULTIFRACTAL SYSTEMS; NON-EXTENSIVE STATISTICAL MECHANICS; SCALING COEFFICIENTS;

TIME SERIES ANALYSIS;

EID: 5444231513     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2004.06.132     Document Type: Conference Paper

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