Thesis-1999-Markellos.pdf (7.77 MB)
Nonlinearities and dynamics in finance
thesis
posted on 2017-11-14, 10:27 authored by Raphael N. MarkellosThis 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. MarkellosPublisher 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
1999Notes
A Doctoral Thesis. Submitted in partial fulfilment of the requirements for the award of Doctor of Philosophy at Loughborough University.Language
- en