Tsallis statistics and gradually truncated Lévy flight - distribution of an economical index

DOI10.1016/S0378-4371(02)00545-9MaRDI QIDQ1599007zbMATH OpenOpenAlexFDO

Authors Hari M. Gupta, José R. Campanha

Publication date 4 June 2002

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-4371(02)00545-9

zbMATH Keywords

critical step sizegradual truncationportfolio theory

Mathematics Subject Classification ID

Foundations of equilibrium statistical mechanics (82B03)

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• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Portfolio Analysis in a Stable Paretian Market
• Possible generalization of Boltzmann-Gibbs statistics.

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(4)

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