The physics aspect of price index changes: Superdiffusive approach

Attempts were made to quantify the buying and selling interaction of worldwide financial markets into quantitative findings. We introduce a probability density derived from non-extensive Tsallis statistical mechanics that can be applied to the interpretation of percent price index changes for import...

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Bibliographic Details
Main Authors: Kantawong Vuttivorakulchai, Paisan Kanthang, Alejandro Saiz Rivera
Other Authors: Mahidol University
Format: Article
Published: 2018
Subjects:
Online Access:https://repository.li.mahidol.ac.th/handle/123456789/12105
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Institution: Mahidol University