Thesis-1999-Markellos.pdf (7.77 MB)
Nonlinearities and dynamics in finance
thesisposted on 2017-11-14, 10:27 authored 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.]
- Business and Economics
Publisher© Raphael N. Markellos
Publisher statementThis 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/
NotesA Doctoral Thesis. Submitted in partial fulfilment of the requirements for the award of Doctor of Philosophy at Loughborough University.