Redundancy of Centrality Measures in Financial Market Infrastructures
dc.contributor.author | Martínez-Ventura, Constanza | |
dc.contributor.author | Mariño-Martínez, Ricardo | |
dc.contributor.author | Miguélez-Márquez, Javier | |
dc.date.accessioned | 2024-04-10T08:22:46Z | |
dc.date.available | 2024-04-10T08:22:46Z | |
dc.date.issued | 2023 | |
dc.identifier.issn | 2666-1438 | |
dc.identifier.uri | https://thuvienso.hoasen.edu.vn/handle/123456789/15085 | |
dc.description.tableofcontents | Latin American Journal of Central Banking 4 (2023); P. 1-16 https://doi.org/10.1016/j.latcb.2023.100098 | vi |
dc.language.iso | en_US | vi |
dc.publisher | Elsevier | vi |
dc.subject | Robust principal component analysis | vi |
dc.subject | Redundancy analysis | vi |
dc.subject | Clustering analysis | vi |
dc.title | Redundancy of Centrality Measures in Financial Market Infrastructures | vi |
dc.type | Article | vi |
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