Complexity in financial time-series
Many aspects contribute to make financial markets one of the most challenging system to understand. The aim of this thesis is to study some aspects of their complexity by focusing on univariate e multivariate properties of log-returns time-series, namely multifractality and cross-dependence. In this...
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King's College London (University of London)
2018
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.754910 |