Level–Slope–Curvature – Fact or Artefact?
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Publication:5297931
DOI10.1080/13504860600661111zbMath1160.91334MaRDI QIDQ5297931
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
total positivity; term structure; correlation matrix; principal components analysis; oscillation matrix; Schoenmakers-Coffey matrix
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