Asymmetric Tsallis distributions for modeling financial market dynamics
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DOI: 10.1016/j.physa.2021.126109
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References listed on IDEAS
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Cited by:
- Sandhya Devi & Sherman Page, 2022. "Tsallis Relative entropy from asymmetric distributions as a risk measure for financial portfolios," Papers 2205.13625, arXiv.org.
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- Paul R. Dewick, 2022. "On Financial Distributions Modelling Methods: Application on Regression Models for Time Series," JRFM, MDPI, vol. 15(10), pages 1-15, October.
- Amelia Carolina Sparavigna, 2024. "Raman Spectroscopy of Siderite with q-Gaussian and split-q-Gaussian Analyses," International Journal of Sciences, Office ijSciences, vol. 13(02), pages 8-21, February.
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Keywords
Non-extensive systems; Tsallis statistics; Superstatistics; Entropy; Nonlinear dynamics; Asymmetry; Superdiffusion; Models of financial markets; Econophysics;All these keywords.
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