Generalized Gaussian covariance analysis in multi-market risk assessment
Name
32895788-MIT.pdf
Description
Full printable version
Size
6.24 MB
Format
Adobe PDF
Checksum (MD5)
51b95076a20f376d4d1b1a7cac63334f
Author(s)
Chiu, Kenneth
Advisor(s)
Roy Welsch, Peter Kempthorne.
Date Issued
1995
Publisher
Massachusetts Institute of Technology
Description
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1995.
Includes bibliographical references (p. 134-136).
Subjects
Electrical Engineering and Computer Science
MIT Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Massachusetts Institute of Technology. Operations Research Center
Terms of Use
M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission.
Persistent DSpace Link
