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~person:"Pelsser, Antoon"
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Principal components analysis
4
Schoenmakers-Coffey matrix
4
correlation matrix
4
oscillation matrix
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total positivity
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EU-Staaten
1
Faktorenanalyse
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Korrelation
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Pelsser, Antoon
Kiers, Henk
7
Becker, Bettina
5
Juneja, Januj
5
Lord, Roger
5
Mishra, SK
5
Ahlborn, Markus
4
Bartram, Söhnke M.
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Berge, Jos
4
Cui, Guowei
4
Hall, Stephen G.
4
Kristensen, Johannes Tang
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Sarafidis, Vasilis
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Schweickert, Rainer
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Yamagata, Takashi
4
Götz, Thomas B.
3
Härdle, Wolfgang
3
Khashanah, Khaldoun
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Knetsch, Thomas A.
3
Kunert, Joachim
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Lentz, Christine
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Leone, Vitor
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Meric, Gulser
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Morana, Claudio
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Seiler, Christian
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Skiadopoulos, George
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Stuart, Rebecca
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Wohlrabe, Klaus
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Aguilera, Ana
2
Avanzini, Diego B.
2
BLASIUS, JÖRG
2
Barnett, William A.
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Beyhum, Jad
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Boot, Tom
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Bács, Zoltán
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DELL'ANNO, Roberto
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Daskalaki, Charoula
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Applied Mathematical Finance
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Level-Slope-Curvature - Fact or Artefact?
Lord, Roger
;
Pelsser, Antoon
-
Tinbergen Instituut
-
2005
The first three factors resulting from a
principal
components
analysis
of term structure data are in the literature …
Persistent link: https://www.econbiz.de/10011256999
Saved in:
2
Level-Slope-Curvature - Fact or Artefact?
Lord, Roger
;
Pelsser, Antoon
-
2005
The first three factors resulting from a
principal
components
analysis
of term structure data are in the literature …
Persistent link: https://www.econbiz.de/10010325482
Saved in:
3
Level-Slope-Curvature - Fact or Artefact?
Lord, Roger
;
Pelsser, Antoon
-
Tinbergen Institute
-
2005
The first three factors resulting from a
principal
components
analysis
of term structure data are in the literature …
Persistent link: https://www.econbiz.de/10005144421
Saved in:
4
Level-Slope-Curvature - Fact or Artefact?
Lord, Roger
;
Pelsser, Antoon
- In:
Applied Mathematical Finance
14
(
2007
)
2
,
pp. 105-130
The first three factors resulting from a
principal
components
analysis
of term structure data are, in the literature …
Persistent link: https://www.econbiz.de/10005639871
Saved in:
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