Please use this identifier to cite or link to this item: https://repository.iimb.ac.in/handle/2074/21174
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dc.contributor.advisorBhattacharyya, Malay-
dc.contributor.advisorMurthy, Rajluxmi V-
dc.contributor.authorGiriraj, Achari-
dc.date.accessioned2022-04-28T09:07:37Z-
dc.date.available2022-04-28T09:07:37Z-
dc.date.copyright2022-
dc.date.issued2022-
dc.identifier.urihttps://repository.iimb.ac.in/handle/2074/21174-
dc.publisherIndian Institute of Management Bangalore-
dc.relation.ispartofseriesDIS-IIMB-FPM-P22-01-
dc.subjectFinancial management-
dc.subjectFinancial time series-
dc.subjectFinancial asset returns-
dc.subjectFinancial risk management-
dc.titleTime series clustering, testing of memory in time series and quantifying dependence in volatility of financial time series using complex network theory-
dc.typeFPM-Thesis-
dc.pages107p.-
dc.identifier.accessionE40423-
Appears in Collections:2022
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