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