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

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Volume
453
Pagination
173 - 183
DOI
10.1016/j.physa.2016.02.057
Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
ISSN
0378-4371
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Authors
Xu, D; Beck, C
URI
http://qmro.qmul.ac.uk/xmlui/handle/123456789/13415
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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
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https://doi.org/10.1016/j.physa.2016.02.057