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Browsing Theses and Dissertations (Decision Sciences) by Subject "332.0727"

Browsing Theses and Dissertations (Decision Sciences) by Subject "332.0727"

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  • Mpanda, Marc Mukendi (2022-08)
    In this thesis, we investigate the roughness feature within realised volatility for different financial markets by using the multifractal detrended fluctuation approach and microstructure noise index technique, and we ...

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