Optimizing a basket against the efficient market hypothesis (Q5746739): Difference between revisions

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+W3122230068
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+.5230
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+Random matrix ensembles of time-lagged correlation matrices: derivation of eigenvalue spectra and analysis of financial time-series
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+The times change: multivariate subordination. Empirical facts
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+Statistical analysis of cointegration vectors
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+On the distribution of the sample autocorrelation coefficients
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+Estimation of Hurst exponent revisited
@@ Property / cites work: Estimation of Hurst exponent revisited / rank @@
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+The Epps effect revisited
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