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Multiresolution models of financial time series

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Author(s)
Mashikian, Paul Stephan
Advisor(s)
Andrew W. Lo.
Date Issued
1997
Publisher
Massachusetts Institute of Technology
Description
Thesis (M. Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1997.
Includes bibliographical references (leaves 89-92).
Subjects
Electrical Engineering and Computer Science
MIT Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
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http://dspace.mit.edu/handle/1721.1/7582
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