Methods of Non-Extensive Statistical Physics in Analysis of Price Returns on Polish Stock Market-Reference-Cited by-同舟云学术

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Methods of Non-Extensive Statistical Physics in Analysis of Price Returns on Polish Stock Market

Published:2016-05 Issue:5 Volume:129 Page:986-992
ISSN:0587-4246
Container-title:Acta Physica Polonica A
language:en
Short-container-title:Acta Phys. Pol. A

Author:

Bil Ł.¹²,Grech D.²,Podhajska E.³

Affiliation:

1. Faculty of Physics, University of Warsaw, L. Pasteura 5, 02-093 Warsaw, Poland

2. Institute of Theoretical Physics, University of Wrocław, pl. M. Borna 9, 50-204 Wrocław, Poland

3. Faculty of Life Sciences and Technology, Wrocław University of Environmental and Life Sciences, pl. Grunwaldzki 24A, 50-363 Wrocław, Poland

Publisher

Institute of Physics, Polish Academy of Sciences

Subject

General Physics and Astronomy

Cited by 4 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. Non-extensive value-at-risk estimation during times of crisis;International Journal of Modern Physics C;2021-04-08

2. Tsallis Entropy for Cross-Shareholding Network Configurations;Entropy;2020-06-17

3. The Role of Entropy in the Development of Economics;Entropy;2020-04-16

4. Optimal Portfolio under Non-Extensive Statistical Mechanics and Value-at-Risk Constraints;Acta Physica Polonica A;2018-05

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