Showing posts with label Working paper. Show all posts
Showing posts with label Working paper. Show all posts

Thursday, October 9, 2014

9/11/2014: New WP on Tsallis Entropy application to FTSE & AIM


Just got a new Working Paper over the line (submission ready over the weekend): "Tsallis Entropy: Do the Market Size and Liquidity Matter?" (October 2014). Available at SSRN: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2507977