Level-Slope-Curvature - Fact or Artefact?
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Laurini, Márcio Poletti & Ohashi, Alberto, 2015.
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More about this item
KeywordsPrincipal components analysis; correlation matrix; term structure; total positivity; oscillation matrix; Schoenmakers-Coffey matrix;
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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