Exploring the total positivity of yields correlations (Q5001156): Difference between revisions

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+Correction on `Moments of minors of Wishart matrices'
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+Moments of minors of Wishart matrices
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+Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy. With a comment by J. A. Hartigan and a rejoinder by the authors
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+A FAMILY OF MODELS EXPLAINING THE LEVEL-SLOPE-CURVATURE EFFECT
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+Level–Slope–Curvature – Fact or Artefact?
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+Correlation matrices of yields and total positivity
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+Shift, slope and curvature for a class of yields correlation matrices
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+Some results on correlation matrices for interest rates
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+An improved Bonferroni procedure for multiple tests of significance
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+An equilibrium characterization of the term structure
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