Economics and Finance: q-Statistical Stylized Features Galore
نویسندگان
چکیده
منابع مشابه
Economics and Finance: q-Statistical Stylized Features Galore
The Boltzmann–Gibbs (BG) entropy and its associated statistical mechanics were generalized, three decades ago, on the basis of the nonadditive entropy Sq (q ∈ R), which recovers the BG entropy in the q→ 1 limit. The optimization of Sq under appropriate simple constraints straightforwardly yields the so-called q-exponential and q-Gaussian distributions, respectively generalizing the exponential ...
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ژورنال
عنوان ژورنال: Entropy
سال: 2017
ISSN: 1099-4300
DOI: 10.3390/e19090457