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.
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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