Hierarchical models for financial markets and turbulence

In this thesis we present a study about the modeling of multiscale fluctuation phenomena and its applications to different problems in econophysics and turbulence. The thesis was organized in three parts according to the different problems considered. In the first part, we present an empirical study...

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Main Author: SOSA CORREA, William Oswaldo
Other Authors: VASCONCELOS, Giovani Lopes
Format: doctoralThesis
Language: eng
Published: Universidade Federal de Pernambuco 2019
Subjects:
Online Access: https://repositorio.ufpe.br/handle/123456789/31035
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