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Superstatistics with cut-off tails for financial time series - MaRDI portal

Superstatistics with cut-off tails for financial time series

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Publication:6306663

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DOI10.1016/J.PHYSA.2019.04.166arXiv1809.04775WikidataQ128083952 ScholiaQ128083952MaRDI QIDQ6306663

Yusuke Uchiyama, Takanori Kadoya

Publication date: 13 September 2018

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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