Transition from lognormal to ? 2 -superstatistics for financial time series (2016)

First Author: Xu D
Attributed to:  Time scale separation in superstatistical complex systems funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.physa.2016.02.057

Publication URI: http://dx.doi.org/10.1016/j.physa.2016.02.057

Type: Journal Article/Review

Parent Publication: Physica A: Statistical Mechanics and its Applications

ISSN: 0378-4371