Browsing by Author "Zhang, Nuozhou"

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The correlation between risk and return of Canadian mutual funds based on VAR

Zhang, Nuozhou (Halifax, N.S. : Saint Mary's University, 2012)

This paper uses VAR to measure the risk of Canadian mutual funds and to determine the correlation between the risk. And I built two equations to do the analysis. I use Equation 3.2 to expose the correlation between the ...

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