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1. Interdependence of US Industry Sectors Using Vector Autoregression

Palabra clave:: VaR and Interdependence
Creador:: Dutta Bordoloi, Suwodi
Advisor:: Vermes, Domokos and Zhao, Wanli
Editor:: Worcester Polytechnic Institute
Fecha de Creacion:: 2009-10-28
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences