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
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
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