Multiscale analysis of financial volatility
This thesis is concerned with the modeling of financial time series data. It introduces to the economics literature a set of techniques for this purpose that are rooted in engineering and physics, but almost unheard of in economics. The key feature of these techniques is that they combine the availa...
| Main Author: | |
|---|---|
| Published: |
University of East Anglia
2013
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.687858 |