Specification of Gaussian return processes in the presence of missing or asynchronous data

Author(s)
Vyas, Mary Pressley
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Advisor
Peter J. Kempthorne.
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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).
 
Date issued
1992
URI
http://hdl.handle.net/1721.1/37498
Department
Sloan School of Management; Massachusetts Institute of Technology. Operations Research Center
Publisher
Massachusetts Institute of Technology
Keywords
Sloan School of Management
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