Date: 1998
Type: Thesis
Essays on the arbitrage pricing theory and wavelet analysis
Florence : European University Institute, 1998, EUI, ECO, PhD Thesis
KIERMEIER, Michaela, Essays on the arbitrage pricing theory and wavelet analysis, Florence : European University Institute, 1998, EUI, ECO, PhD Thesis - https://hdl.handle.net/1814/4976
Retrieved from Cadmus, EUI Research Repository
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; PDF of thesis uploaded from the Library digitised archive of EUI PhD theses completed between 2013 and 2017
Cadmus permanent link: https://hdl.handle.net/1814/4976
Series/Number: EUI; ECO; PhD Thesis
Publisher: European University Institute
LC Subject Heading: Arbitrage -- Econometric models; Pricing -- Econometric models; Wavelets (Mathematics)
