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On non-Gaussianity and dependence in financial time series: a nonextensive approach 

Author: S. M. Duarte Queirs ^a

Affiliation:

a Centro Brasileiro de Pesquisas Fsicas, Brasil

DOI: 10.1080/14697680500244403

Publication Frequency: 8 issues per year

Published in: Quantitative Finance, Volume 5, Issue 5 October 2005 , pages 475 - 487

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Formats available: HTML (English) : PDF (English)

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