Pages that link to "Item:Q637511"
From MaRDI portal
The following pages link to Some results on correlation matrices for interest rates (Q637511):
Displaying 4 items.
- Accurate and fast computations with positive extended Schoenmakers-Coffey matrices (Q2955997) (← links)
- On the Level-Slope-Curvature Effect in Yield Curves and Eventual Total Positivity (Q3195110) (← links)
- Exploring the total positivity of yields correlations (Q5001156) (← links)
- Eigenvalue-eigenvector structure of Schoenmakers-Coffey matrices via Toeplitz technology and applications (Q5962483) (← links)