Barber, JR, Copper, ML. (2012). Principal component analysis of yield curve movements
.
36(3), 750-765. 10.1007/s12197-010-9142-y
Barber, JR, Copper, ML. (2012). Principal component analysis of yield curve movements
. 36(3), 750-765. 10.1007/s12197-010-9142-y