Level–Slope–Curvature – Fact or Artefact? (Q5297931)

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scientific article; zbMATH DE number 5171067
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Level–Slope–Curvature – Fact or Artefact?
scientific article; zbMATH DE number 5171067

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    Level–Slope–Curvature – Fact or Artefact? (English)
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    16 July 2007
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    principal components analysis
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    correlation matrix
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    term structure
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    total positivity
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    oscillation matrix
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    Schoenmakers-Coffey matrix
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