Cortines, A.A.G.; Riera, R. - In: Physica A: Statistical Mechanics and its Applications 377 (2007) 1, pp. 181-192
This paper presents an empirical investigation of the intraday Brazilian stock market price fluctuations, considering q-Gaussian distributions that emerge from a non-extensive statistical mechanics. Our results show that, when price returns are measured over intervals less than one hour, the...