An interest rates cluster analysis
暂无分享,去创建一个
[1] T. Alderweireld,et al. Detailed empirical study of the term structure of interest rates. Emergence of power laws and scaling laws , 2003, cond-mat/0305689.
[2] F. Lillo,et al. Degree stability of a minimum spanning tree of price return and volatility , 2002, cond-mat/0212338.
[3] F. Lillo,et al. Topology of correlation-based minimal spanning trees in real and model markets. , 2002, Physical review. E, Statistical, nonlinear, and soft matter physics.
[4] M. Bernaschi,et al. Statistical analysis of fixed income market , 2002 .
[5] R. Gencay,et al. An Introduc-tion to High-Frequency Finance , 2001 .
[6] F. Lillo,et al. High-frequency cross-correlation in a set of stocks , 2000, cond-mat/0009350.
[7] R. Mantegna,et al. Taxonomy of stock market indices , 2000, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.
[8] R. Mantegna. Hierarchical structure in financial markets , 1998, cond-mat/9802256.
[9] Riccardo Rebonato,et al. Interest-rate option models , 1996 .
[10] Vance L. Martin,et al. 4 Modeling the term structure , 1996 .
[11] Vance L. Martin,et al. Modeling the term structure , 1995 .
[12] J. Gower. Some distance properties of latent root and vector methods used in multivariate analysis , 1966 .