Before revision:  We also introduce two new time-dependent empirical metrics (Q-metrics) that are functions of the Tsallis q-triplet . We apply them to the above stock market index price timeseries and discuss the significance of their temporal dependence on market dynamics and the possibility of using them, together with the temporal changes in the q-triplet, as signaling tools for future market events such as the development of a market bubble .
After revision:  We also introduce two new time-dependent empirical metrics (Q-metrics) that are functions of the Tsallis q-triplet .