Gerard Harte

Trinity College (Dublin)

2-3 College Green

Dublin, Leinster D2

Ireland

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Scholarly Papers (1)

1.

Tsallis Entropy: Do the Market Size and Liquidity Matter?

Number of pages: 12 Posted: 11 Oct 2014 Last Revised: 11 Jan 2016
Constantin Gurdgiev and Gerard Harte
Monfort College of Business, University of Northern Colorado and Trinity College (Dublin)
Downloads 186 (287,716)
Citation 1

Abstract:

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High Frequency Trading, Power Laws, Tsallis Distribution, Chaos Dynamics, Hurst Exponent