On the connection between ARCH time series and non-extensive statistical mechanics

✍ Scribed by Sı́lvio M. Duarte Queirós

• Publisher: Elsevier Science
• Year: 2004
• Tongue: English
• Weight: 559 KB
• Volume: 344
• Category: Article
• ISSN: 0378-4371
• DOI: 10.1016/j.physa.2004.06.041