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1. Predictability of Treasury Yield via ARMA and VAR Approach —-Evidence from United States

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Open Access

Author:: Zheng, Huguang
Title:: Predictability of Treasury Yield via ARMA and VAR Approach —-Evidence from United States
Area of Honors:: Economics
Keywords:: Yield Rate
ARMA
VAR
Predictability
File:: Download Huguang_Zheng_Thesis.pdf
Thesis Supervisors:: Jenny Xiaoe Li, Thesis Supervisor
Dr. Russell Paul Chuderewicz, Thesis Honors Advisor