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http://hdl.handle.net/10603/452725
Title: | Time series clustering testing of memory in time series and quantifying dependence in volatility of financial time series using complex network theory |
Researcher: | Achari, Giriraj |
Guide(s): | Bhattacharyya, Malay and Murthy, Rajluxmi V |
Keywords: | Business Finance Economics and Business Social Sciences |
University: | Indian Institute of Management Bangalore |
Completed Date: | 2022 |
Abstract: | The four essays in this dissertation are grounded in the central and interconnected concepts of multifractality and long-range dependence observed in financial time series. We focus our attention particularly to the dependence behavior of a suitable measure of volatility in financial asset returns. Therefore, the implications of our work are mostly in the area of financial risk management. newline |
Pagination: | 107p. |
URI: | http://hdl.handle.net/10603/452725 |
Appears in Departments: | Decision Sciences |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
01_title.pdf | Attached File | 315.21 kB | Adobe PDF | View/Open Request a copy |
02_preliminary pages.pdf | 5.55 MB | Adobe PDF | View/Open Request a copy | |
03_contents.pdf | 1.85 MB | Adobe PDF | View/Open Request a copy | |
04_abstract.pdf | 1.1 MB | Adobe PDF | View/Open Request a copy | |
05_chapter 1.pdf | 4.11 MB | Adobe PDF | View/Open Request a copy | |
06_chapter 2.pdf | 22.65 MB | Adobe PDF | View/Open Request a copy | |
07_chapter 3.pdf | 12.34 MB | Adobe PDF | View/Open Request a copy | |
08_chapter 4.pdf | 12.8 MB | Adobe PDF | View/Open Request a copy | |
09_chapter 5.pdf | 19.54 MB | Adobe PDF | View/Open Request a copy | |
10_annexure.pdf | 17.21 MB | Adobe PDF | View/Open Request a copy | |
80_recommendation.pdf | 1.1 MB | Adobe PDF | View/Open Request a copy |
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