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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
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Collections
Masters Reports
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1
Year
2009
1
Creator
Dutta Bordoloi, Suwodi
1
Advisor
Vermes, Domokos
1
Zhao, Wanli
1
Contributor
Vermes, Domokos
1
Zhao, Wanli
1
Unit (Department)
Mathematical Sciences
1
Publisher
Worcester Polytechnic Institute
1
Resource type
Report
1
