The physics aspect of price index changes: Superdiffusive approach

• المؤلفون الرئيسيون: Kantawong Vuttivorakulchai, Paisan Kanthang, Alejandro Saiz Rivera
• مؤلفون آخرون: Mahidol University
• التنسيق: مقال
• منشور في: 2018
• الموضوعات: Materials Science; Physics and Astronomy
• الوصول للمادة أونلاين: https://repository.li.mahidol.ac.th/handle/123456789/12105

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...