Number of items at this level: 6.
Győri, István and Reynolds, David W. (2010) On asymptotically periodic solutions of linear discrete Volterra equations. Fasciculi Mathematici, 44 (1). pp. 53-67. ISSN 0044-4413
Conlon, Thomas and Crane, Martin and Ruskin, Heather J. (2008) Wavelet multiscale analysis for hedge funds: scaling and strategies. Physica A: Statistical Mechanics and its Applications, 387 (21). pp. 5197-5204. ISSN 0378-4371
Conference or Workshop Item
Sharkasi, Adel and Ruskin, Heather J. and Crane, Martin (2006) Interdependence between emerging and major markets. In: COMPSTAT 2004, 16th Symposium of IASC, 23-27 August 2004, Prague, Czech Republic.
Cheng, Jian (2012) Classication of the asymptotic behaviour of solutions of stochastic differential equations with state independent noise. PhD thesis, Dublin City University.
Daniels, John A. (2012) On admissibility of deterministic and stochastic linear Volterra operators with applications to inefficient financial markets. PhD thesis, Dublin City University.
Kumar, Bipin (2010) High performance computing for multiphase fluid flows. PhD thesis, Dublin City University.