Tsallis entropy: do the market size and liquidity matter?
Year of publication: |
May 2016
|
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Authors: | Gurdgiev, Constantin ; Harte, Gerard |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 17.2016, p. 151-157
|
Subject: | High frequency trading | Power laws | Tsallis distribution | Hurst exponent | Theorie | Theory | Entropie | Entropy | Elektronisches Handelssystem | Electronic trading | Liquidität | Liquidity | Börsenkurs | Share price |
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