Level–Slope–Curvature – Fact or Artefact?

DOI10.1080/13504860600661111zbMath1160.91334OpenAlexW2168390130MaRDI QIDQ5297931

Roger Lord, Antoon Pelsser

Publication date: 16 July 2007

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/13504860600661111

zbMATH Keywords

total positivityterm structurecorrelation matrixprincipal components analysisoscillation matrixSchoenmakers-Coffey matrix

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Basic linear algebra (15A99)

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