Pages that link to "Item:Q3375389"
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The following pages link to On non-Gaussianity and dependence in financial time series: a nonextensive approach (Q3375389):
Displaying 13 items.
- A test of financial time-series data to discriminate among lognormal, Gaussian and square-root random walks (Q333367) (← links)
- The nonadditive entropy \(S_q\) and its applications in physics and elsewhere: some remarks (Q400951) (← links)
- Trading volume in financial markets: an introductory review (Q508275) (← links)
- A Monte Carlo multi-asset option pricing approximation for general stochastic processes (Q508289) (← links)
- Portfolio selection problem with liquidity constraints under non-extensive statistical mechanics (Q508870) (← links)
- A nonextensive approach to the dynamics of financial observables (Q978850) (← links)
- Proactive hedging European call option pricing with linear position strategy (Q1727009) (← links)
- Optimal investment problem under non-extensive statistical mechanics (Q2001307) (← links)
- Investigation of non-Gaussian effects in the Brazilian option market (Q2150222) (← links)
- Superstatistics with cut-off tails for financial time series (Q2160075) (← links)
- SOME OPEN POINTS IN NONEXTENSIVE STATISTICAL MECHANICS (Q4907072) (← links)
- New representations of π and Dirac delta using the nonextensive-statistical-mechanics q-exponential function (Q5251270) (← links)
- A generalization of the cumulant expansion. Application to a scale-invariant probabilistic model (Q5251824) (← links)
