Superstatistics with cut-off tails for financial time series
Uchiyama, Yusuke, Kadoya, TakanoriVolume:
526
Langue:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2019.04.166
Date:
July, 2019
Fichier:
PDF, 342 KB
english, 2019