Tsallis q-triplet and Stock Market Indices: The cases of S & P 500 and TVIX
In this study we present results of the evaluation of q − triplet of Tsallis non-extensive statistics concerning two time stock market time series, Standart & Poor’s 500 (S & P) 500 and TVIX. The analysis of the results, support the hypothesis in which economic dynamics from physical point...
| Main Authors: | , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Eastern Macedonia and Thrace Institute of Technology
2015-01-01
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| Series: | Journal of Engineering Science and Technology Review |
| Subjects: | |
| Online Access: | http://www.jestr.org/downloads/Volume8Issue1/fulltext88115.pdf |