Detection of manipulation of inter-bank overnight rate using Euclidean-based time series cluster analysis
Murphy Choy and Enoch Ch'ng
| Year of publication: |
2014
|
|---|---|
| Authors: | Choy, Murphy ; Ch'ng, Enoch |
| Published in: |
International journal of process management and benchmarking : IJPMB. - Olney : Inderscience, ISSN 1460-6739, ZDB-ID 2181571-9. - Vol. 4.2014, 2, p. 198-212
|
| Subject: | London interbank offered rate | LIBOR | Singapore interbank offered rate | SIBOR | time series | cluster analysis | Euclidean distance | Clusteranalyse | Cluster analysis | Geldmarkt | Money market | Zeitreihenanalyse | Time series analysis | Zins | Interest rate | Theorie | Theory | Singapur | Singapore |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010496507