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Filtro per: Creatore Dutta Bordoloi, Suwodi

Interdependence of US Industry Sectors Using Vector Autoregression

Parola chiave:

VaR and Interdependence

Creatore:

Dutta Bordoloi, Suwodi

Advisor:

Vermes, Domokos and Zhao, Wanli

Editore:

Worcester Polytechnic Institute

data di creazione:

2009-10-28

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences