Exploring the total positivity of yields correlations

Exploring the total positivity of yields correlations

Goia, A., Salinelli, E.
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Volume:
16
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2015.1051097
Date:
April, 2016
File:
PDF, 1.15 MB
english, 2016
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