Statistical analysis of fixed income market-Reference-Cited by-同舟云学术

Statistical analysis of fixed income market

Published:2002-05 Issue:1-4 Volume:308 Page:381-390
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Bernaschi Massimo,Grilli Luca,Vergni Davide

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference13 articles.

1. L. Marangio, A. Ramponi, M. Bernaschi, A critical review of techniques for term structure analysis, Internat. J. Theoret. Appl. Finance, accepted for publication.

2. Hierarchical structure in financial markets;Mantegna;Eur. Phys. J. B,1999

3. Applied Statistics Algorithms;Griffiths,1985

4. The Econometrics of Financial Markets;Campbell,1997

5. Théorie de la spéculation;Bachelier;Ann. Sci. École Norm. Sup.,1900

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