Thesis
Title Validating and extending the two-moment capital asset pricing model for financial time series / Serdar Neslihanoglu.
Author Neslihanoglu, Serdar.
Published 2014.

Status Loan Type Location Shelf-mark
 Reference Only  Not for loan  Library Research Annexe  Thesis TA2942  
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Description xiii, 193 p. : ill. ; 30 cm.
Note Ph.D. thesis submitted to the School of Mathematics and Statistics, College of Science and Engineering, University of Glasgow, 2014.
Thesis Thesis (Ph.D.) -- University of Glasgow, 2014.
Bibliography Includes bibliographical references (p. 183-193)
Note Electronic version also available via Enlighten: Theses, http://theses.gla.ac.uk
Library Class Thesis TA2942
Subject Stock exchanges -- Theses PhD.
Stock exchanges -- Turkey -- Theses PhD.
Kalman filtering -- Theses PhD.
State-space methods -- Theses PhD.

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