Generalized entropy approach to stable Lévy distributions with financial application (Q1855539)
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scientific article; zbMATH DE number 1864908
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized entropy approach to stable Lévy distributions with financial application |
scientific article; zbMATH DE number 1864908 |
Statements
Generalized entropy approach to stable Lévy distributions with financial application (English)
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5 February 2003
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Tsallis entropy
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scaling index
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Hurst exponent
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0.89217293
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0.88210434
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0.87939197
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0.8780107
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0.87082934
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0.8645358
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