Browsing by Subject "Correlation-filtering"
Now showing 1 - 1 of 1
Results Per Page
Sort Options
Item Open Access
Extracting the sovereigns' CDS market hierarchy : a correlation-filtering approach(Banco de la República, 2013-05-23) León-Rincón, Carlos Eduardo; Leiton-Rodríguez, Karen Juliet; Pérez-Villalobos, JhonatanDocumentos de Trabajo. 2013-05-23Borradores de Economía; No. 766