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    Transition from lognormal to chi(2)-superstatistics for financial time series 
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    Transition from lognormal to chi(2)-superstatistics for financial time series

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    Accepted Version (444.6Kb)
    Volume
    453
    Pagination
    173 - 183
    DOI
    10.1016/j.physa.2016.02.057
    Journal
    PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
    ISSN
    0378-4371
    Metadata
    Show full item record
    Authors
    Xu, D; Beck, C
    URI
    http://qmro.qmul.ac.uk/xmlui/handle/123456789/13415
    Collections
    • Applied Mathematics [140]
    Licence information
    This is a pre-copyedited, author-produced version of an article accepted for publication in Physica A: Statistical Mechanics and its Applications following peer review. The version of record is available h http://www.sciencedirect.com/science/article/pii/S0378437116002235?via%3Dihub
    Copyright statements
    https://doi.org/10.1016/j.physa.2016.02.057
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