Original title: Jsou finanční výnosy a volatilita skutečně multifraktální?
Translated title: Are financial returns and volatility multifractal at all?
Authors: Sedlaříková, Jana ; Krištoufek, Ladislav (advisor) ; Kraicová, Lucie (referee)
Document type: Master’s theses
Year: 2016
Language: eng
Abstract: [eng] [cze]

Keywords: econophysics; financial markets; Hurst exponent; multifractality; ekonofyzika; finanční trhy; Hurstův exponent; multifraktalita

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/78036

Permalink: http://www.nusl.cz/ntk/nusl-347552


The record appears in these collections:
Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Master’s theses
 Record created 2017-06-20, last modified 2022-03-04


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