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:
Online Access:http://hdl.handle.net/1721.1/35449
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spelling ndltd-MIT-oai-dspace.mit.edu-1721.1-354492019-05-02T15:36:19Z Generalized Gaussian covariance analysis in multi-market risk assessment Chiu, Kenneth Roy Welsch, Peter Kempthorne. Massachusetts Institute of Technology. Dept. of Electrical Engineering and Computer Science Electrical Engineering and Computer Science 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. 2007-01-10T16:11:16Z 2007-01-10T16:11:16Z 1995 1995 Thesis http://hdl.handle.net/1721.1/35449 32895788 eng M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. http://dspace.mit.edu/handle/1721.1/7582 vii, 136 p. 6171313 bytes 6546478 bytes application/pdf application/pdf application/pdf Massachusetts Institute of Technology
collection NDLTD
language English
format Others
sources NDLTD
topic Electrical Engineering and Computer Science
spellingShingle Electrical Engineering and Computer Science
Chiu, Kenneth
Generalized Gaussian covariance analysis in multi-market risk assessment
description 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.
author2 Roy Welsch, Peter Kempthorne.
author_facet Roy Welsch, Peter Kempthorne.
Chiu, Kenneth
author Chiu, Kenneth
author_sort Chiu, Kenneth
title Generalized Gaussian covariance analysis in multi-market risk assessment
title_short Generalized Gaussian covariance analysis in multi-market risk assessment
title_full Generalized Gaussian covariance analysis in multi-market risk assessment
title_fullStr Generalized Gaussian covariance analysis in multi-market risk assessment
title_full_unstemmed Generalized Gaussian covariance analysis in multi-market risk assessment
title_sort generalized gaussian covariance analysis in multi-market risk assessment
publisher Massachusetts Institute of Technology
publishDate 2007
url http://hdl.handle.net/1721.1/35449
work_keys_str_mv AT chiukenneth generalizedgaussiancovarianceanalysisinmultimarketriskassessment
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