Corpus ID: 231855354

Asymmetric Tsallis distributions for modelling financial market dynamics

@inproceedings{Devi2021AsymmetricTD,
  title={Asymmetric Tsallis distributions for modelling financial market dynamics},
  author={Sandhya Devi},
  year={2021}
}
Financial markets are highly non-linear and non-equilibrium systems. Earlier works have suggested that the behavior of market returns can be well described within the framework of non-extensive Tsallis statistics or superstatistics. For small time scales (delays), a good fit to the distributions of stock returns is obtained with q-Gaussian distributions, which can be derived either from Tsallis statistics or superstatistics. These distributions are symmetric. However, as the time lag increases… Expand

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