Essays on the arbitrage pricing theory and wavelet analysis

dc.contributor.author	KIERMEIER, Michaela	en
dc.date.accessioned	2006-06-09T08:21:52Z
dc.date.available	2006-06-09T08:21:52Z
dc.date.issued	1998
dc.identifier.citation	Florence : European University Institute, 1998	en
dc.identifier.uri	https://hdl.handle.net/1814/4976
dc.description	Defence date: 13 July 1998
dc.description	Examining board: Prof. Anindya Banerjee, Oxford University ; Prof. Søren Johansen, EUI ; Prof. Grayham Mizon, EUI, Supervisor ; Prof. Klaus Sandmann, University of Mainz
dc.description	PDF of thesis uploaded from the Library digitised archive of EUI PhD theses completed between 2013 and 2017
dc.description.tableofcontents	-- Review of the arbitrage pricing theory and its estimation techniques -- The arbitrage pricing theory and the efficiency of the German stock market -- Wavelet analysis applied to the arbitrage pricing theory	en
dc.format.mimetype	application/pdf
dc.language.iso	en	en
dc.publisher	European University Institute	en
dc.relation.ispartofseries	EUI	en
dc.relation.ispartofseries	ECO	en
dc.relation.ispartofseries	PhD Thesis	en
dc.rights	info:eu-repo/semantics/restrictedAccess
dc.subject.lcsh	Arbitrage -- Econometric models
dc.subject.lcsh	Pricing -- Econometric models
dc.subject.lcsh	Wavelets (Mathematics)
dc.title	Essays on the arbitrage pricing theory and wavelet analysis	en
dc.type	Thesis	en
dc.neeo.contributor	KIERMEIER\|Michaela\|aut\|
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