Essays on Predictability & Excess Profitability of Quantitative Methods: Modelling Implied Volatility, Technical Trading, Data Snooping and Market Efficiency



Psaradellis, I
(2017) Essays on Predictability & Excess Profitability of Quantitative Methods: Modelling Implied Volatility, Technical Trading, Data Snooping and Market Efficiency. Doctor of Philosophy thesis, University of Liverpool.

[img] Text
201067141_Oct2017.pdf - Unspecified

Download (3MB)
Item Type: Thesis (Doctor of Philosophy)
Divisions: Faculty of Science and Engineering > School of Physical Sciences
Depositing User: Symplectic Admin
Date Deposited: 20 Dec 2017 08:05
Last Modified: 16 Jan 2024 17:21
DOI: 10.17638/03012184
Supervisors:
URI: https://livrepository.liverpool.ac.uk/id/eprint/3012184