LIBOR troubles: Anomalous movements detection based on maximum entropy

Aurelio F. Bariviera, María T. Martín, Angelo Plastino, Victoria Vampa
  • Physica A Statistical Mechanics and its Applications, May 2016, Elsevier
  • DOI: 10.1016/j.physa.2016.01.005
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The following have contributed to this page: Dr Aurelio F. Bariviera