2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/16943We 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.11 pages, 3 figures, 1 tableCondensed Mattertext