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Covariance matrix estimation applied in value-at-risk and margin risk methodologies
File(s)
Author(s)
Christodoulou, Michalis
Type
Thesis
Date Issued
2005-01
URI
Copyright Statement
Attribution NoDerivatives 4.0 International Licence (CC BY-ND)
License URL
Creator
Christodoulou, Michalis
Publisher Institution
Imperial College London (University of London)
Qualification Level
Doctoral
Qualification Name
Doctor of Philosophy (PhD)
Author Permission
Not Granted