Asymmetric Tsallis distributions for modeling financial market dynamics-Reference-Cited by-同舟云学术

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Asymmetric Tsallis distributions for modeling financial market dynamics

Published:2021-09 Issue: Volume:578 Page:126109
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Devi Sandhya^ORCID

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference37 articles.

1. The pricing of options and corporate liabilities;Black;J. Polit. Econ,1973

2. The behavior of stock-market prices;Fama;J. Bus.,1965

3. Theory of Speculation, The Random Character of Stock Market Prices;Bachelier,1964

4. Critical market crashes;Sornette;Phys. Rep.,2003

5. An Introduction to Econophysics: Correlations and Complexity in Finance;Mantegna,2000

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On Financial Distributions Modelling Methods: Application on Regression Models for Time Series;Journal of Risk and Financial Management;2022-10-13

2. A 2D Lévy-flight model for the complex dynamics of real-life financial markets;Chaos: An Interdisciplinary Journal of Nonlinear Science;2022-03

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