Thesis-1999-Markellos.pdf (7.77 MB)

Nonlinearities and dynamics in finance

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thesis
posted on 14.11.2017, 10:27 by Raphael N. Markellos
This thesis deals with a set of overlapping problems in finance and econometrics which involve nonlinearities and dynamics: nonlinear co-integration, asset pricing dynamics and nonparametric derivative asset pricing. [Continues.]

History

School

  • Business and Economics

Department

  • Economics

Publisher

© Raphael N. Markellos

Publisher statement

This work is made available according to the conditions of the Creative Commons Attribution-NonCommercial-NoDerivatives 2.5 Generic (CC BY-NC-ND 2.5) licence. Full details of this licence are available at: http://creativecommons.org/licenses/by-nc-nd/2.5/

Publication date

1999

Notes

A Doctoral Thesis. Submitted in partial fulfilment of the requirements for the award of Doctor of Philosophy at Loughborough University.

Language

en

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