Statistical analysis of illiquidity risk and premium in financial price signals

Statistical analysis of illiquidity risk and premium in financial price signals

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2009.

Bibliographic Details
Main Author: Khandani, Amir E. (Amir Ehsan), 1979-
Other Authors: Andrew W. Lo.
Format: Thesis
Language:eng
Published: Massachusetts Institute of Technology 2009
Subjects:
Electrical Engineering and Computer Science.
Online Access:http://hdl.handle.net/1721.1/46614

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