%0 Journal Article
%@holdercode {isadg {BR SPINPE} ibi 8JMKD3MGPCW/3DT298S}
%@nexthigherunit 8JMKD3MGPCW/3ESGTTP
%@nexthigherunit 8JMKD3MGPCW/46JM77P
%@archivingpolicy denypublisher denyfinaldraft24
%@dissemination PORTALCAPES; COMPENDEX.
%3 1-s2.0-S0362546X01004692-main.pdf
%X We present a new framework for modeling the statistical behavior of both fully developed turbulence and short-term dynamics of financial markets based on the generalized non-extensive thermostatistics formalism. We also show that intermittency - strong bursts in the energy dissipation or clusters of high price volatility and non-extensivity - anomalous scaling of usually extensive properties like entropy - are naturally linked by a single parameter q, from the non-extensive thermostatistics.
%@secondarydate 20011009
%T Nonextensive thermostatistics description of intermittency in turbulence and financial markets
%K turbulence, financial markets, intermittency, entropy, non-extensive thermostatistics, statistics, multifractality, cascades, dynamics, flows.
%@secondarytype PRE PI
%@usergroup administrator
%@usergroup jefferson
%@group LAC-INPE-MCT-BR
%@group
%@group LMO-INPE-MCT-BR
%@secondarykey INPE-9840-PRE/5424
%F 10515
%@issn 0362-546X
%2 sid.inpe.br/iris@1905/2005/08.04.02.56.51
%B Nonlinear Analysis, Theory, Methods and Applications
%@versiontype publisher
%P 3521-3530
%4 sid.inpe.br/iris@1905/2005/08.04.02.56
%@documentstage not transferred
%D 2001
%V 47
%A Ramos, Fernando Manuel,
%A Rosa, Reinaldo Roberto,
%A Rodrigues Neto, Camilo,
%A Bolzan, Mauricio Jose Alves,
%A Sá, Leonardo Deane de Abreu,
%@area CEA