Essays on the arbitrage pricing theory and wavelet analysis
Title: Essays on the arbitrage pricing theory and wavelet analysis
Author: KIERMEIER, Michaela
Date: 1998
Citation: Florence, European University Institute, 1998
Series/Number: EUI PhD theses; Department of Economics
LC Subject Heading: Arbitrage -- Econometric models; Pricing -- Econometric models; Wavelets (Mathematics)
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
Description:
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
Files in this item
| Files | Size | Format | View |
|---|---|---|---|
|
There are no files associated with this item. |
|||