90 citations · 90 across the 1 of their papers we have counts for
2 papers
physics.data-an2006★ 90 cited
A nonextensive approach to the dynamics of financial observables
Silvio M. Duarte Queiros, Luis G. Moyano, Jeferson de Souza +1
We present results about financial market observables, specifically returns and traded volumes. They are obtained within the current nonextensive statistical mechanical framework b…
physics.data-an2005
On statistical properties of traded volume in financial markets
Jeferson de Souza, Luis G. Moyano, Silvio M. Duarte Queiros
In this article we study the dependence degree of the traded volume of the Dow Jones 30 constituent equities by using a nonextensive generalised form of the Kullback-Leibler inform…