Evidence for criticality in financial data

Economics and Finance: q-Statistical Stylized Features Galore

(2017) Constantino Tsallis   Entropy

Inter-occurrence times and universal laws in finance, earthquakes and genomes

(2016) Constantino Tsallis   CHAOS SOLITONS & FRACTALS

The limit distribution in theq-CLT for $q\,\geqslant \,1$ is unique and can not have a compact support

(2016) Sabir Umarov et al.   Journal of Physics A-Mathematical and Theoretical

Role of dimensionality in complex networks

(2016) Samuraí Brito et al.   Scientific Reports

Experimental Validation of a Nonextensive Scaling Law in Confined Granular Media

(2015) Gaël Combe et al.   PHYSICAL REVIEW LETTERS

Physical approach to complex systems

(2012) Jarosław Kwapień et al.   PHYSICS REPORTS-REVIEW SECTION OF PHYSICS LETTERS

Bose-Einstein distribution of money in a free-market economy. II

(2011) K. E. Kürten et al.   EPL

Universal behaviour of interoccurrence times between losses in financial markets: An analytical description

(2011) J. Ludescher et al.   EPL

Statistical mechanics of economics I

(2011) F.V. Kusmartsev   PHYSICS LETTERS A

Transverse-Momentum and Pseudorapidity Distributions of Charged Hadrons inppCollisions ats=7  TeV

(2010) V. Khachatryan et al.   PHYSICAL REVIEW LETTERS

Escort mean values and the characterization of power-law-decaying probability densities

(2009) C. Tsallis et al.   JOURNAL OF MATHEMATICAL PHYSICS

On a q-Central Limit Theorem Consistent with Nonextensive Statistical Mechanics

(2008) Sabir Umarov et al.   Milan Journal of Mathematics