Please use this identifier to cite or link to this item: http://hdl.handle.net/10603/35236
Title: Statistical mechanics of complex systems: correlation networks and multifractality in financial time series
Researcher: Kumar, Sunil
Guide(s): Deo, Nivedita
Keywords: complex network analysis
financial markets
financial time series
multifractal analysis
physics
random matrix theory
Upload Date: 16-Feb-2015
University: University of Delhi
Completed Date: 2012
Abstract: abstract available
Pagination: 136 p.
URI: http://hdl.handle.net/10603/35236
Appears in Departments:Dept. of Physics

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01_title.pdfAttached File95.5 kBAdobe PDFView/Open
02_abstract.pdf114.24 kBAdobe PDFView/Open
03_dedication.pdf11.58 kBAdobe PDFView/Open
04_declaration.pdf21.98 kBAdobe PDFView/Open
05_acknowledgements.pdf30.41 kBAdobe PDFView/Open
06_publications.pdf31.6 kBAdobe PDFView/Open
07_talks.pdf41.74 kBAdobe PDFView/Open
08_content.pdf45.19 kBAdobe PDFView/Open
09_tables.pdf18.48 kBAdobe PDFView/Open
10_figures.pdf87.27 kBAdobe PDFView/Open
11_chapter 01.pdf829.14 kBAdobe PDFView/Open
12_chapter 02.pdf794.31 kBAdobe PDFView/Open
13_chapter 03.pdf171.04 kBAdobe PDFView/Open
14_chapter 04.pdf1.41 MBAdobe PDFView/Open
15_chapter 05.pdf86.77 kBAdobe PDFView/Open
16_appendix a.pdf998.05 kBAdobe PDFView/Open
17_appendix b.pdf157.62 kBAdobe PDFView/Open
18_appendix c.pdf1.58 MBAdobe PDFView/Open
19_bibliography.pdf76.09 kBAdobe PDFView/Open


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