Date: 1998
Type: Thesis
Essays on the arbitrage pricing theory and wavelet analysis
Florence, European University Institute, 1998, EUI PhD theses, Department of Economics
KIERMEIER, Michaela, Essays on the arbitrage pricing theory and wavelet analysis, Florence, European University Institute, 1998, EUI PhD theses, Department of Economics
Retrieved from Cadmus, European University Institute Research Repository, at: http://hdl.handle.net/1814/4976
Retrieved from Cadmus, European University Institute Research Repository, at: http://hdl.handle.net/1814/4976
Table of Contents:
-- 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
Additional information:
Defence date: 13 July 1998; Examining board: Prof. Anindya Banerjee, Oxford University ; Prof. Søren Johansen, EUI ; Prof. Grayham Mizon, EUI, Supervisor ; Prof. Klaus Sandmann, University of Mainz
Cadmus permanent link: http://hdl.handle.net/1814/4976
Series/Number: EUI PhD theses; Department of Economics
LC Subject Heading: Arbitrage -- Econometric models; Pricing -- Econometric models; Wavelets (Mathematics)
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