A permutation information theory tour through different interest rate maturities: The Libor case

  1. Bariviera, A.F.
  2. Guercio, M.B.
  3. Martinez, L.B.
  4. Rosso, O.A.
Journal:
Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences

ISSN: 1364-503X

Year of publication: 2015

Volume: 373

Issue: 2056

Type: Article

DOI: 10.1098/RSTA.2015.0119 GOOGLE SCHOLAR lock_openOpen access editor

Sustainable development goals

Data source: Scopus