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筛选: Contributor Zhao, Wanli 创造者 Dutta Bordoloi, Suwodi

Interdependence of US Industry Sectors Using Vector Autoregression

关键词:

VaR and Interdependence

创造者:

Dutta Bordoloi, Suwodi

Advisor:

Vermes, Domokos and Zhao, Wanli

出版者:

Worcester Polytechnic Institute

创建日期:

2009-10-28

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences