@article{publication-5965, author={Gençay, Ramazan and Gradojevic, Nikola}, doi={10.1109/MSP.2011.941843}, issn={1053-5888}, journal={IEEE signal processing magazine}, number=5, pages={116-141}, publisher={Institute of Electrical and Electronics Engineers}, title={Financial Applications of Nonextensive Entropy}, volume=28, year=2011, }