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Filtering by: Advisor Vermes, Domokos Creator Dutta Bordoloi, Suwodi

1. Interdependence of US Industry Sectors Using Vector Autoregression

Keyword:: VaR and Interdependence
Creator:: Dutta Bordoloi, Suwodi
Advisor:: Vermes, Domokos and Zhao, Wanli
Publisher:: Worcester Polytechnic Institute
Date Created:: 2009-10-28
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences