Use this URL to cite or link to this record in EThOS:
Title: Covariance matrix estimation applied in value-at-risk and margin risk methodologies
Author: Christodoulou, Michalis
ISNI:       0000 0001 3549 5347
Awarding Body: Imperial College London (University of London)
Current Institution: Imperial College London
Date of Award: 2005
Availability of Full Text:
Access from EThOS:
Full text unavailable from EThOS. Please try the link below.
Access from Institution:
No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available