Essays on specification testing in time series with applications to statistical arbitrage
| Main Author: | |
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| Format: | Thesis (University of Nottingham only) |
| Language: | English |
| Published: |
2012
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| Subjects: | |
| Online Access: | https://eprints.nottingham.ac.uk/12462/ |
| _version_ | 1848791506150752256 |
|---|---|
| author | Daihes, Oron |
| author_facet | Daihes, Oron |
| author_sort | Daihes, Oron |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| first_indexed | 2025-11-14T18:29:35Z |
| format | Thesis (University of Nottingham only) |
| id | nottingham-12462 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T18:29:35Z |
| publishDate | 2012 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-124622025-02-28T11:19:26Z https://eprints.nottingham.ac.uk/12462/ Essays on specification testing in time series with applications to statistical arbitrage Daihes, Oron 2012 Thesis (University of Nottingham only) NonPeerReviewed application/pdf en arr https://eprints.nottingham.ac.uk/12462/1/Daihes_PhD_Thesis.pdf Daihes, Oron (2012) Essays on specification testing in time series with applications to statistical arbitrage. PhD thesis, University of Nottingham. Arbitrage mathematical models |
| spellingShingle | Arbitrage mathematical models Daihes, Oron Essays on specification testing in time series with applications to statistical arbitrage |
| title | 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_short | 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 |
| topic | Arbitrage mathematical models |
| url | https://eprints.nottingham.ac.uk/12462/ |