Blar i AURA på forfatter "Segberg, Espen"
-
Visibility Graph Analysis of Real-Life and GARCH-Simulated Financial Time-Series
Segberg, Espen; Skoglund, Sindre (Master thesis, 2017)In this thesis, we will use the natural and horizontal visibility graph algorithms to look at financial time-series. We will apply the two algorithms to time-series generated from thirteen sets of simulations with the help ...