A statistical mechanical study of fat tails in financial time series

  • Tak Sum Cheng

Student thesis: Master's Thesis

Abstract

Please refer to the "Abstract & TOC" file on the right side
Date of Award2002
Original languageEnglish
SupervisorLei Han TANG (Supervisor)

User-Defined Keywords

  • Statistical mechanics
  • Time-series analysis

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Documents

  • Abstract & TOC

    File: application/pdf, 104 KB

    Type: Supplementary materials

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