Aydin Cecen

Central Michigan University

307 Sloan

Mt. Pleasant, MI 48858

United States

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Scholarly Papers (1)

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High frequency trading and stock index returns: A nonlinear dynamic analysis

Communications in Nonlinear Science and Numerical Simulation 2021
Posted: 17 Mar 2021
Aydin Cecen, Pawan Jain and Linlan Xiao
Central Michigan University, West Virginia University and Central Michigan University

Abstract:

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Heavy-tails, High frequency trading, Markov property, Multi scale entropy