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Interdependence of US Industry Sectors Using Vector Autoregression

Stichwort:

VaR and Interdependence

Schöpfer:

Dutta Bordoloi, Suwodi

Advisor:

Vermes, Domokos and Zhao, Wanli

Herausgeber:

Worcester Polytechnic Institute

Datum erstellt:

2009-10-28

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences