Extracting the sovereigns' CDS market hierarchy: a correlation-filtering approach (Q1783187)
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scientific article; zbMATH DE number 6940324
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extracting the sovereigns' CDS market hierarchy: a correlation-filtering approach |
scientific article; zbMATH DE number 6940324 |
Statements
Extracting the sovereigns' CDS market hierarchy: a correlation-filtering approach (English)
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20 September 2018
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sovereign risk
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correlation-filtering
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credit default swap
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clustering
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hierarchy
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