Generalized Gaussian covariance analysis in multi-market risk assessment

Author(s)
Chiu, Kenneth
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Advisor
Roy Welsch, Peter Kempthorne.
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Description
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1995.
 
Includes bibliographical references (p. 134-136).
 
Date issued
1995
URI
http://hdl.handle.net/1721.1/35449
Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science; Massachusetts Institute of Technology. Operations Research Center
Publisher
Massachusetts Institute of Technology
Keywords
Electrical Engineering and Computer Science
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