Generalized Gaussian covariance analysis in multi-market risk assessment

Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1995.

Bibliographic Details
Main Author: Chiu, Kenneth
Other Authors: Roy Welsch, Peter Kempthorne.
Format: Thesis
Language:eng
Published: Massachusetts Institute of Technology 2007
Subjects:
Online Access:http://hdl.handle.net/1721.1/35449
Description
Summary:Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1995.