Libor at crossroads: Stochastic switching detection using information theory quantifiers-Reference-Cited by-同舟云学术

Libor at crossroads: Stochastic switching detection using information theory quantifiers

Published:2016-07 Issue: Volume:88 Page:172-182
ISSN:0960-0779
Container-title:Chaos, Solitons & Fractals
language:en
Short-container-title:Chaos, Solitons & Fractals

Author:

Bariviera Aurelio F.^ORCID,Guercio M. Belén,Martinez Lisana B.,Rosso Osvaldo A.^ORCID

Funder

Consejo Nacional de Investigaciones Científicas y Técnicas (CONICET)

Publisher

Elsevier BV

Subject

General Mathematics,General Physics and Astronomy,Statistical and Nonlinear Physics,Applied Mathematics

Reference41 articles.

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4. Libor: Origins, economics, crisis, scandal, and reform;Hou,2014

5. A black swan in the money market;Taylor;Am Econ J Macroecon,2009

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