CEU Electronic Theses and Dissertations, 2016
| Author | Farkas, Péter |
|---|---|
| Title | Boundary Crossing Counting Processes - Theory and Applications in Statistics and Finance |
| Summary | This thesis presents some new results in the field of statistics and finance. As for the former, we discuss how to make nonparametric inference without relying on asymptotic approximation. As for the latter, we solve the optimal portfolio choice problem without describing security prices with a parametric model. |
| Supervisor | László, Mátyás and Péter, Kondor |
| Department | Economics PhD |
| Full text | https://www.etd.ceu.edu/2016/farkas_peter.pdf |
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