True Economics

True Economics is about original economic ideas and analysis concerning everyday events, news, policy views and their impact on the markets and you. Enjoy and engage!

Showing posts with label Hurst Exponent. Show all posts
Showing posts with label Hurst Exponent. Show all posts
Monday, October 7, 2019

7/10/19: Bitcoin, ethereum and ripple: a fractal and wavelet analysis

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Myself and Professor Shaen Corbet of DCU have a new article on the LSE Business Review site covering our latest published research into cr...
Sunday, January 10, 2016

10/1/16: Tsallis Entropy: Do the Market Size and Liquidity Matter?

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Updated version of our paper: Gurdgiev, Constantin and Harte, Gerard, Tsallis Entropy: Do the Market Size and Liquidity Matter? (January...
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