Nonlinear and Nonparametric Dynamical Methods in Economics and Finance
The objectives of the thesis - which comprises six parts – can be summarized in i) implementing linear and nonlinear/nonparametric approaches toward detecting, measuring and analyzing the nature and directionality of causal relationships in financial markets, ii) elaborating on modern topics in fina...
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| Format: | Doctoral Thesis |
| Language: | English |
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Linköpings universitet, Nationalekonomi
2016
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-127340 http://nbn-resolving.de/urn:isbn:978-91-7685-768-7 (Print) |