Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Nonextensive statistical features of the Polish stock market
  fluctuations   The statistics of return distributions on various time scales constitutes one
of the most informative characteristics of the financial dynamics. Here we
present a systematic study of such characteristics for the Polish stock market
index WIG20 over the period 04.01.1999 - 31.10.2005 for the time lags ranging
from one minute up to one hour. This market is commonly classified as emerging.
Still on the shortest time scales studied we find that the tails of the return
distributions are consistent with the inverse cubic power-law, as identified
previously for majority of the mature markets. Within the time scales studied a
quick and considerable departure from this law towards a Gaussian can however
be traced. Interestingly, all the forms of the distributions observed can be
comprised by the single $q$-Gaussians which provide a satisfactory and at the
same time compact representation of the distribution of return fluctuations
over all magnitudes of their variation. The corresponding nonextensivity
parameter $q$ is found to systematically decrease when increasing the time
scales.

10
The categories of this paper are: q-bio
24
The categories of this paper are: dg-ga
8
The categories of this paper are: hep-ex
15
The categories of this paper are: nucl-ex
21
The categories of this paper are: adap-org
9
The categories of this paper are: nlin
16
The categories of this paper are: stat
13
The categories of this paper are: quant-ph
1
The categories of this paper are: cs
34
The categories of this paper are: chem-ph
5
The categories of this paper are: gr-qc
22
The categories of this paper are: chao-dyn
36
The categories of this paper are: cmp-lg
2
The categories of this paper are: math
7
The categories of this paper are: hep-th
31
The categories of this paper are: ao-sci