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Please use this identifier to cite or link to this item: http://hdl.handle.net/2307/63
DC FieldValueLanguage
dc.contributor.advisorRovere, Mauro-
dc.contributor.authorAlfi, Valentina-
dc.contributor.otherLoreto, Vittorio-
dc.contributor.otherPietronero, Luciano-
dc.date.accessioned2007-12-11T13:40:16Z-
dc.date.available2007-12-11T13:40:16Z-
dc.date.issued2005-
dc.identifier.urihttp://hdl.handle.net/2307/63-
dc.description.abstractIn this thesis we have collected a panoramic of analysis and models concerning the dynamics of stock price fluctuations.en
dc.language.isoenen
dc.publisherUniversità degli Studi Roma Treen
dc.subjectEconophysics, Complex correlationsen
dc.subjectEconofisica, Correlazioni complesseen
dc.titleSpectroscopy of far tails: Complex Correlations in Financial Time Seriesen
dc.typeDoctoral Thesisen
dc.subject.miurSettori Disciplinari MIUR::Scienze fisiche::FISICA TEORICA, MODELLI E METODI MATEMATICIen
dc.subject.miurScienze fisiche-
dc.subject.isicruiCategorie ISI-CRUI::Scienze economiche e statistiche::Mathematicsen
dc.subject.isicruiScienze economiche e statistiche-
dc.subject.anagraferoma3Scienze fisicheen
dc.contributor.refereeMantegna, Rosario Nunzio-
dc.description.romatrecurrentDipartimento di Fisica 'Edoardo Amaldi'*
item.grantfulltextopen-
item.languageiso639-1other-
item.fulltextWith Fulltext-
Appears in Collections:X_Dipartimento di Fisica 'Edoardo Amaldi'
T - Tesi di dottorato
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