Generalized entropy approach to stable Lévy distributions with financial application
type: Item
instance of: scholarly article
title: Generalized entropy approach to stable Lévy distributions with financial application
zbMATH Open document ID: 1008.60069
DOI: 10.1016/S0378-4371(02)01451-6
author: Ikuo Matsuba
author: Hiroshi Takahashi
published in: Physica A
publication date: 2003-02-05T00:00:00Z
Mathematics Subject Classification ID: 60G52
Mathematics Subject Classification ID: 82B03
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1864908
zbMATH Keywords: Tsallis entropy
zbMATH Keywords: scaling index
zbMATH Keywords: Hurst exponent
describes a project that uses: longmemo
MaRDI profile type: Publication
cites work: Q2717138
cites work: Q4367302
cites work: Portfolio Analysis in a Stable Paretian Market
cites work: Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
cites work: Statistical-Mechanical Foundation of the Ubiquity of Lévy Distributions in Nature
cites work: Q4865042
cites work: Long-range dependence in the conditional variance of stock returns
full work available at URL: s0378-4371(02)01451-6
OpenAlex ID: W2054740662
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description: scientific article; zbMATH DE number 1864908