|
Descripción
|
|
|---|---|
| We provide evidence that cumulative distributions of absolute normalized returns for the 100 American companies with the highest market capitalization, uncover a critical behavior for di erent time scales ?t. Such cumulative distributions, in accordance with a variety of complex { and ?nancial { systems, can be modeled by the cumulative distribution functions of q-Gaussians, the distribution function that, in the context of nonextensive statistical mechanics, maximizes a non-Boltzmannian entropy. These q-Gaussians are characterized by two parameters, namely (q; ?), that are uniquely de?ned by ?t. From these dependencies, we ?nd a monotonic relationship between q and ?, which can be seen as evidence of criticality. We numerically determine the various exponents which characterize this criticality. | |
|
Internacional
|
Si |
|
JCR del ISI
|
Si |
|
Título de la revista
|
The European Physical Journal. B |
|
ISSN
|
1434-6028 |
|
Factor de impacto JCR
|
1,44 |
|
Información de impacto
|
|
|
Volumen
|
|
|
DOI
|
10.1140/epjb/e2017-80535-3 |
|
Número de revista
|
|
|
Desde la página
|
1 |
|
Hasta la página
|
5 |
|
Mes
|
ENERO |
|
Ranking
|
|