Specification of Gaussian return processes in the presence of missing or asynchronous data
Name
27305599-MIT.pdf
Description
Full printable version
Size
3.91 MB
Format
Adobe PDF
Checksum (MD5)
5fef33d6f9ddae1e2fdbc33dbbf16e71
Author(s)
Vyas, Mary Pressley
Advisor(s)
Peter J. Kempthorne.
Date Issued
1992
Publisher
Massachusetts Institute of Technology
Description
Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1992.
Title as it appears in the M.I.T. Graduate List, June 1992: Specification of Gaussian process models for asset returns with asynchronous or missing data.
Includes bibliographical references (leaves 88-89).
Subjects
Sloan School of Management
MIT Department
Sloan School of Management
Massachusetts Institute of Technology. Operations Research Center
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