Generalized Gaussian covariance analysis in multi-market risk assessment

Generalized Gaussian covariance analysis in multi-market risk assessment

Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1995. === Includes bibliographical references (p. 134-136). === by Kenneth Chiu. === M.S.

Bibliographic Details
Main Author: Chiu, Kenneth
Other Authors: Roy Welsch, Peter Kempthorne.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2007
Subjects:
Electrical Engineering and Computer Science
Online Access:http://hdl.handle.net/1721.1/35449

Internet

http://hdl.handle.net/1721.1/35449

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