Pages that link to "Item:Q978850"
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The following pages link to A nonextensive approach to the dynamics of financial observables (Q978850):
Displaying 13 items.
- The rate-controlled constrained-equilibrium approach to far-from-local-equilibrium thermodynamics (Q405980) (← links)
- Inter-occurrence times and universal laws in finance, earthquakes and genomes (Q508322) (← links)
- Higher-order phase transitions on financial markets (Q614550) (← links)
- Scale-invariant occupancy of phase space and additivity of nonextensive entropy \(S_q\) (Q615328) (← links)
- Criticality and punctuated equilibrium in a spin system model of a financial market (Q1574146) (← links)
- Dynamical analogy between economical crisis and earthquake dynamics within the nonextensive statistical mechanics framework (Q1673000) (← links)
- Nonlinear stochastic interacting dynamics and complexity of financial gasket fractal-like lattice percolation (Q1708150) (← links)
- Nonextensive statistical mechanics and economics (Q1873940) (← links)
- Pricing of financial derivatives based on the Tsallis statistical theory (Q2128263) (← links)
- Analytic approaches of the anomalous diffusion: a review (Q2213089) (← links)
- Stochastic dynamics of \(N\) correlated binary variables and non-extensive statistical mechanics (Q2358507) (← links)
- Analysis of non-stationary dynamics in the financial system (Q2453048) (← links)
- Statistical mechanics of nonlinear nonequilibrium financial markets (Q3675849) (← links)
