Publication type: | Conference other |
Type of review: | No review |
Title: | Convergence and divergence in European sovereign bonds |
Authors: | Schwendner, Peter |
et. al: | No |
Conference details: | 1st European Workshop on ML-Based Solutions in Finance, Winterthur, Schweiz, 4. September 2019 |
Issue Date: | 2019 |
Language: | English |
Subject (DDC): | 332.6: Investment |
URI: | https://digitalcollection.zhaw.ch/handle/11475/20137 |
Fulltext version: | Published version |
License (according to publishing contract): | Licence according to publishing contract |
Departement: | School of Management and Law |
Organisational Unit: | Institute of Wealth & Asset Management (IWA) |
Appears in collections: | Publikationen School of Management and Law |
Files in This Item:
There are no files associated with this item.
Show full item record
Schwendner, P. (2019). Convergence and divergence in European sovereign bonds. 1st European Workshop on ML-Based Solutions in Finance, Winterthur, Schweiz, 4. September 2019.
Schwendner, P. (2019) ‘Convergence and divergence in European sovereign bonds’, in 1st European Workshop on ML-Based Solutions in Finance, Winterthur, Schweiz, 4. September 2019.
P. Schwendner, “Convergence and divergence in European sovereign bonds,” in 1st European Workshop on ML-Based Solutions in Finance, Winterthur, Schweiz, 4. September 2019, 2019.
SCHWENDNER, Peter, 2019. Convergence and divergence in European sovereign bonds. In: 1st European Workshop on ML-Based Solutions in Finance, Winterthur, Schweiz, 4. September 2019. Conference presentation. 2019
Schwendner, Peter. 2019. “Convergence and Divergence in European Sovereign Bonds.” Conference presentation. In 1st European Workshop on ML-Based Solutions in Finance, Winterthur, Schweiz, 4. September 2019.
Schwendner, Peter. “Convergence and Divergence in European Sovereign Bonds.” 1st European Workshop on ML-Based Solutions in Finance, Winterthur, Schweiz, 4. September 2019, 2019.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.