Hyperstatistics derives closed-form q-generalized Boltzmann factors for non-Boltzmann-Gibbs domains that reduce to q-exponentials across uniform, gamma, log-normal, F, and q-gamma distributions.
Beck, Superstatistics: theory and applications, Continuum Mech
2 Pith papers cite this work. Polarity classification is still indexing.
2
Pith papers citing it
citation-role summary
method 1
citation-polarity summary
verdicts
UNVERDICTED 2roles
method 1polarities
use method 1representative citing papers
For Gamma-family fits to NYSE volume-price data the shape parameter follows diffusive mean-reverting dynamics while the scale parameter shows dominant jump-diffusion with elevated higher moments, and jumps explain a large share of variance; the log-normal model reverses the pattern.
citing papers explorer
-
Hyperstatistics
Hyperstatistics derives closed-form q-generalized Boltzmann factors for non-Boltzmann-Gibbs domains that reduce to q-exponentials across uniform, gamma, log-normal, F, and q-gamma distributions.
-
Jump-diffusion models of parametric volume-price distributions
For Gamma-family fits to NYSE volume-price data the shape parameter follows diffusive mean-reverting dynamics while the scale parameter shows dominant jump-diffusion with elevated higher moments, and jumps explain a large share of variance; the log-normal model reverses the pattern.