MURAL - Maynooth University Research Archive Library



    Items where Author is "Green, Elena"


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    Article

    Green, Elena, 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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