Essays on the applications of distributional scaling in finance : estimation, forecasting and inference
This thesis addresses some of the current gaps in the literature on unifractal and multifractal processes in finance, through a combination of empirical and theoretical contributions spanning the key problems of estimation, forecasting and inference. In Chapter 2 a new method is proposed for produci...
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City University London
2013
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.585409 |