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Please use this identifier to cite or link to this item: https://dspace.lboro.ac.uk/2134/27402

Title: Nonlinearities and dynamics in finance
Authors: Markellos, Raphael N.
Issue Date: 1999
Publisher: © Raphael N. Markellos
Abstract: 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.]
Description: A Doctoral Thesis. Submitted in partial fulfilment of the requirements for the award of Doctor of Philosophy at Loughborough University.
URI: https://dspace.lboro.ac.uk/2134/27402
Appears in Collections:PhD Theses (Economics)

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