Exploring the total positivity of yields correlations (Q5001156)
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scientific article; zbMATH DE number 7372421
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exploring the total positivity of yields correlations |
scientific article; zbMATH DE number 7372421 |
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Exploring the total positivity of yields correlations (English)
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16 July 2021
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bootstrap
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multiple tests
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Schoenmakers \& Coffey matrices
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partial correlations
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total positivity
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yield curve
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