Some results on correlation matrices for interest rates (Q637511)
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scientific article; zbMATH DE number 5945515
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| default for all languages | No label defined |
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| English | Some results on correlation matrices for interest rates |
scientific article; zbMATH DE number 5945515 |
Statements
Some results on correlation matrices for interest rates (English)
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6 September 2011
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correlation structures
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interest rates models
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principal component analysis
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total positivity
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0.8961809873580933
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0.8624104261398315
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0.8247231245040894
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0.822528600692749
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0.7928175926208496
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