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 (University of Nottingham only) (PhD)
Supervisors: Leybourne, S.J.
Keywords: Arbitrage, mathematical models
Subjects: H Social sciences > HG Finance
Faculties/Schools: UK Campuses > Faculty of Social Sciences, Law and Education > School of Economics
Item ID: 12462
Depositing User: EP, Services
Date Deposited: 05 Oct 2012 12:11
Last Modified: 14 Sep 2016 23:15
URI: http://eprints.nottingham.ac.uk/id/eprint/12462

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