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

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Identiferoai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:419888
Date January 2005
CreatorsChristodoulou, Michalis
PublisherImperial College London
Source SetsEthos UK
Detected LanguageEnglish
TypeElectronic Thesis or Dissertation
Sourcehttp://hdl.handle.net/10044/1/8198

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