  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.
