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Exploring the total positivity of yields correlations - MaRDI portal

Exploring the total positivity of yields correlations (Q5001156)

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scientific article; zbMATH DE number 7372421
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Exploring the total positivity of yields correlations
scientific article; zbMATH DE number 7372421

    Statements

    title
    Exploring the total positivity of yields correlations (English)
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    author
    Aldo Goia
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    Ernesto Salinelli
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    publication date
    16 July 2021
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    zbMATH DE Number
    7372421
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    zbMATH Keywords
    bootstrap
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    multiple tests
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    Schoenmakers \& Coffey matrices
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    partial correlations
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    total positivity
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    yield curve
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    OpenAlex ID
    W1574005543
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