Essays on specification testing in time series with applications to statistical arbitrage

Daihes, Oron (2012) Essays on specification testing in time series with applications to statistical arbitrage. PhD thesis, University of Nottingham.

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Item Type:Thesis (PhD)
Supervisors:Leybourne, S.J.
Uncontrolled Keywords:Arbitrage, mathematical models
Faculties/Schools:UK Campuses > Faculty of Social Sciences, Law and Education > School of Economics
ID Code:2462
Deposited By:Dr Oron Daihes
Deposited On:05 Oct 2012 13:11
Last Modified:05 Oct 2012 13:11

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