23 citations · 105 across the 14 of their papers we have counts for
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cond-mat.stat-mech2004
Value-at-Risk and Tsallis statistics: risk analysis of the aerospace sector
Adriana P. Mattedi, Fernando M. Ramos, Reinaldo R. Rosa +1
In this study, we analyze the aerospace stocks prices in order to characterize the sector behavior. The data analyzed cover the period from January 1987 to April 1999. We present a…
cond-mat.stat-mech2004★ 10 cited
Nonextensive Thermostatistics and the -Theorem Revisited
Fernando M. Ramos, Reinaldo R. Rosa, Luis A. W. Bambace
In this paper we present a new derivation of the -theorem and the corresponding collisional equilibrium velocity distributions, within the framework of Tsallis' nonextensive the…