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    Items where Author is "Green, Elena"


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    Article

    Green, Elena and Hanan, William and Heffernan, Daniel (2014) The origins of multifractality in financial time series and the effect of extreme events. European Physical Journal B, 87. pp. 129-138. ISSN 1434-6028

    Thesis

    Green, Elena (2014) Analysis and Modelling of Financial Logarithmic Return Data using Multifractal and Agent-Based Techniques. PhD thesis, National University of Ireland Maynooth.

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