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.
| Identifer | oai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:310991 |
| Date | January 1999 |
| Creators | Markellos, Raphael N. |
| Publisher | Loughborough University |
| Source Sets | Ethos UK |
| Detected Language | English |
| Type | Electronic Thesis or Dissertation |
| Source | https://dspace.lboro.ac.uk/2134/27402 |
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