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An interest rates cluster analysis

Di Matteo, T; Aste, T; Mantegna, RN; (2004) An interest rates cluster analysis. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS , 339 (1-2) pp. 181-188. 10.1016/j.physa.2004.03.041.

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Type: Article
Title: An interest rates cluster analysis
Location: Canberra, AUSTRALIA
DOI: 10.1016/j.physa.2004.03.041
Keywords: Science & Technology, Physical Sciences, Physics, Multidisciplinary, Physics, interest rates, data clustering, correlations, econophysics, MARKET
UCL classification: UCL > School of BEAMS
UCL > School of BEAMS > Faculty of Engineering Science
URI: http://discovery.ucl.ac.uk/id/eprint/1360859
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