Generalized Thermostatistical Description of Intermittency and   Non-extensivity in Turbulence and Financial Markets
  We describe a simple and accurate framework for modeling the statistical behavior of both fully developed turbulence and short-term dynamics of financial markets based on the formalism of Tsallis' generalized non-extensive thermostatistics. Within this framework, we show that intermittency and non-extensivity are naturally linked by the entropic parameter q. Our results, concerning both probability density functions and structure functions exponents are in very good agreement with experimental data. 
F. M. Ramos, C. Rodrigues Neto and R. R. Rosa