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Showing posts with label Tsallis Entropy. Show all posts
Showing posts with label Tsallis Entropy. Show all posts
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...
Thursday, October 9, 2014

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

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Just got a new Working Paper over the line (submission ready over the weekend): "Tsallis Entropy: Do the Market Size and Liquidity Ma...
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