Long-term fixed income market structure

Physica A: Statistical Mechanics and its Applications

Volumn 332, Issue 1-4, 2004, Pages 441-447

  Grilli, Luca ^a  

^a UNIVERSITY OF FOGGIA   (Italy)

Author keywords

Clustering; Fixed income

Indexed keywords

CORRELATION METHODS; DATA REDUCTION; FINANCE; TIME SERIES ANALYSIS;

CLUSTERING; FIXED INCOME;

INDUSTRIAL ECONOMICS;

EID: 0347477005     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2003.10.019     Document Type: Article

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