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Asymmetry of price returns—Analysis and perspectives from a non-extensive statistical physics point of view
We study how the approach grounded on non-extensive statistical physics can be applied to describe and distinguish different stages of the stock and money market development. A particular attention is given to asymmetric behavior of fat tailed distributions of positive and negative returns. A new me...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2017
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5708761/ https://www.ncbi.nlm.nih.gov/pubmed/29190696 http://dx.doi.org/10.1371/journal.pone.0188541 |