Superstatistical fluctuations in time series: Applications to share-price dynamics and turbulence

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

Volumn 80, Issue 3, 2009, Pages

  Van Der Straeten, Erik ^a   Beck, Christian ^a  

^a QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

COMPLEX SYSTEMS; DATA SETS; EXPERIMENTAL DATA; MODEL ASSUMPTIONS; PRICE DYNAMICS; STOCK MARKET INDEX; SUPERSTATISTICS; SURROGATE DATA; TAYLOR COUETTE FLOW; TIME-SCALES;

TIME SERIES;

EID: 70349769399     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.80.036108     Document Type: Article

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