Analysis of Market Returns Using Multifractal Time Series and Agent-Based Simulation.

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Title: Analysis of Market Returns Using Multifractal Time Series and Agent-Based Simulation.
Author: Thompson, James R
Advisors: James Wilson, Chair
Seth Sullivant, Graduate School Representative
Russell King, Member
Peter Bloomfield, Minor
Julie Ivy, Member
Date: 2013-06-20
Degree: Doctor of Philosophy
Discipline: Industrial Engineering
URI: http://www.lib.ncsu.edu/resolver/1840.16/8781


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