Covariance matrix estimation applied in value-at-risk and margin risk methodologies

Authors
Publication date
1 January 2005
Publisher

Abstract

Imperial Users onl

    Similar works

    Full text

    thumbnail-image

    Available Versions

    Supporting member

    Spiral - Imperial College Digital Repository

    redirect
    oaioai:spiral.imperial.ac.uk:1004...
    Last time updated on 12/04/2012