Replication code for "Asymmetric q-Gaussian distributions from Tsallis maximum entropy"

Replication code for the paper "Asymmetric q-Gaussian distributions from Tsallis maximum entropy" (F. Cesarone, M. Corradini, N. Giunta, S. Rocci). The package contains the self-contained MATLAB scripts that reproduce all tables and figures of the paper and of its Supporting Information: the Monte Carlo study (40 Azzalini skew-t scenarios, 10,000 replications each), the empirical study on daily log-returns of nine financial markets at horizons of 1, 7 and 20 trading days with iid bootstrap, the warm-start versus multistart diagnostic, and the figure scripts, plus a README describing the workflow, random seeds and software requirements. The daily price data are third-party data licensed from LSEG Data & Analytics and are not included; the README lists the series, codes and sample periods needed to obtain them from LSEG.