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Title: Nonlinearities and dynamics in finance
Author: Markellos, Raphael N.
ISNI:       0000 0001 3619 0043
Awarding Body: Loughborough University
Current Institution: Loughborough University
Date of Award: 1999
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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.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: Nonlinear cointegration; Asset pricing; Option