Economics and Finance: q-Statistical Stylized Features Galore
The Boltzmann–Gibbs (BG) entropy and its associated statistical mechanics were generalized, three decades ago, on the basis of the nonadditive entropy S q ( q ∈ R ), which recovers the BG entropy in the q → 1 limit. The optimization of S q under appropriate simple const...
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| Format: | Article |
| Language: | English |
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MDPI AG
2017-08-01
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| Series: | Entropy |
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| Online Access: | https://www.mdpi.com/1099-4300/19/9/457 |