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Clusteranalyse
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05.45.Tp Time series analysis
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DiMatteo, Tiziana
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International journal of theoretical and applied finance
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Quantitative finance
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ECONIS (ZBW)
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A cluster driven log-volatility factor model : a deepening on the source of the volatility clustering
Verma, Anshul
;
Buonocore, R. J.
;
Di Matteo, Tiziana
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 981-996
Persistent link: https://www.econbiz.de/10012194736
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How does the Eurodollar interest rate behave?
DiMatteo, Tiziana
;
Aste, Tomaso
- In:
International journal of theoretical and applied finance
5
(
2002
)
1
,
pp. 107-122
Persistent link: https://www.econbiz.de/10001657433
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