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

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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: 15 Dec 2017 13:39
URI: https://eprints.nottingham.ac.uk/id/eprint/12462

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