Covariance matrix estimation applied in value-at-risk and margin risk methodologies

Bibliographic Details
Main Author:	Christodoulou, Michalis
Published:	Imperial College London 2005
Subjects:	330.015195
Online Access:	http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.419888

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record_format	oai_dc
spelling	ndltd-bl.uk-oai-ethos.bl.uk-4198882017-12-24T15:40:04ZCovariance matrix estimation applied in value-at-risk and margin risk methodologiesChristodoulou, Michalis2005330.015195Imperial College Londonhttp://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.419888http://hdl.handle.net/10044/1/8198Electronic Thesis or Dissertation
collection	NDLTD
sources	NDLTD
topic	330.015195
spellingShingle	330.015195 Christodoulou, Michalis Covariance matrix estimation applied in value-at-risk and margin risk methodologies
author	Christodoulou, Michalis
author_facet	Christodoulou, Michalis
author_sort	Christodoulou, Michalis
title	Covariance matrix estimation applied in value-at-risk and margin risk methodologies
title_short	Covariance matrix estimation applied in value-at-risk and margin risk methodologies
title_full	Covariance matrix estimation applied in value-at-risk and margin risk methodologies
title_fullStr	Covariance matrix estimation applied in value-at-risk and margin risk methodologies
title_full_unstemmed	Covariance matrix estimation applied in value-at-risk and margin risk methodologies
title_sort	covariance matrix estimation applied in value-at-risk and margin risk methodologies
publisher	Imperial College London
publishDate	2005
url	http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.419888
work_keys_str_mv	AT christodouloumichalis covariancematrixestimationappliedinvalueatriskandmarginriskmethodologies
_version_	1718569953594966016

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