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Entropy 2016, 18(9), 331; doi:10.3390/e18090331

Network Entropies of the Chinese Financial Market

School of Economics and Management, Southeast University, Nanjing 211189, China
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Academic Editor: Kevin H. Knuth
Received: 23 July 2016 / Revised: 22 August 2016 / Accepted: 3 September 2016 / Published: 8 September 2016
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Abstract

Based on the data from the Chinese financial market, this paper focuses on analyzing three types of network entropies of the financial market, namely, Shannon, Renyi and Tsallis entropies. The findings suggest that Shannon entropy can reflect the volatility of the financial market, that Renyi and Tsallis entropies also have this function when their parameter has a positive value, and that Renyi and Tsallis entropies can reflect the extreme case of the financial market when their parameter has a negative value. View Full-Text
Keywords: financial market; network entropy; Shannon entropy; Renyi entropy; Tsallis entropy financial market; network entropy; Shannon entropy; Renyi entropy; Tsallis entropy
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This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. (CC BY 4.0).

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Li, S.; He, J.; Song, K. Network Entropies of the Chinese Financial Market. Entropy 2016, 18, 331.

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