2 papers
cond-mat2000
Generalized Thermostatistical Description of Intermittency and Non-extensivity in Turbulence and Financial Markets
F. M. Ramos, C. Rodrigues Neto, R. R. Rosa
We describe a simple and accurate framework for modeling the statistical behavior of both fully developed turbulence and short-term dynamics of financial markets based on the forma…
cond-mat1999
Intermittency and Nonextensivity in Turbulence and Financial Markets
F. M. Ramos, C. Rodrigues Neto, R. R. Rosa
We present a new framework for modeling the statistical behavior of both fully developed turbulence and short-term dynamics of financial markets based on the nonextensive thermosta…