Dynamical characteristics of global stock markets based on time dependent Tsallis non-extensive statistics and generalized Hurst exponents
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Title
Dynamical characteristics of global stock markets based on time dependent Tsallis non-extensive statistics and generalized Hurst exponents
Authors
Keywords
Stock markets, Complexity metrics, Tsallis statistical , q, -triplet, Generalized Hurst exponent, S&P 500, NIKKEI, DAX, LSE
Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 578, Issue -, Pages 126121
Publisher
Elsevier BV
Online
2021-05-22
DOI
10.1016/j.physa.2021.126121
References
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