Methods of nonextensive statistical physics in the study of chosen companies from the Polish and Portuguese stock markets treated as example of complex financial system 
Łukasz Bil ^{1}, Dariusz Grech ^{1}, Magdalena A. Zienowicz ^{2} 
1. Wrocław University, Institute of Theoretical Physics (IFT UWr), pl. Maksa Borna 9, Wrocław 50205, Poland 
Abstract 
Methods of nonextensive statistical physics are used to describe quantitatively the statistics of returns of the chosen companies from WIG 30 on the Warsaw Stock Exchange. The entropic approach based on the generalization of the BoltzmannGibbs entropy to nonadditive Tsallis qentropy is applied and compared with long term memory effects in price returns observed via Hurst exponent value calculated within DFA (detrended fluctuation analysis) approach. The results are collected for diversified frequency of data sampling. Then, the possibility of independent fit of probability distribution of positive and negative returns to qnormal distribution is studied in details. A particular emphasis is given on qualitative and quantitative description of the asymmetry between positive and negative returns through independent fit of deformation parameter q. A qualitative and quantitative relationship between the frequency of data sampling, the deformation parameter q of the best fitted qnormal distribution and the corresponding main Hurst exponent H value is provided. Finally, a study of return persistency for two similar large foodindustrial store companies acting on Polish market (Eurocash and Jeronimo Martins (Biedronka)), however quoted on two different stock markets: Polish GPW (Eurocash) and Portuguese Euronext Lisbone (Biedronka), is done to reveal if results found for Polish stock can also be characteristic for other developing comparable European stock .
