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

Bibliographic Details
Main Author: Daihes, Oron
Published: University of Nottingham 2012
Subjects:
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.559579
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spelling ndltd-bl.uk-oai-ethos.bl.uk-5595792015-03-20T03:18:13ZEssays on specification testing in time series with applications to statistical arbitrageDaihes, Oron2012332.645HG FinanceUniversity of Nottinghamhttp://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.559579http://eprints.nottingham.ac.uk/12462/Electronic Thesis or Dissertation
collection NDLTD
sources NDLTD
topic 332.645
HG Finance
spellingShingle 332.645
HG Finance
Daihes, Oron
Essays on specification testing in time series with applications to statistical arbitrage
author Daihes, Oron
author_facet Daihes, Oron
author_sort Daihes, Oron
title Essays on specification testing in time series with applications to statistical arbitrage
title_short Essays on specification testing in time series with applications to statistical arbitrage
title_full Essays on specification testing in time series with applications to statistical arbitrage
title_fullStr Essays on specification testing in time series with applications to statistical arbitrage
title_full_unstemmed Essays on specification testing in time series with applications to statistical arbitrage
title_sort essays on specification testing in time series with applications to statistical arbitrage
publisher University of Nottingham
publishDate 2012
url http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.559579
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