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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