APPLICATION OF RANDOM MATRIX THEORY TO STUDY CROSS-CORRELATIONS OF STOCK PRICES (Q4521263): Difference between revisions

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Property / author: Parameswaran Gopikrishnan / rank
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Property / author: H. Eugene Stanley / rank
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Latest revision as of 10:46, 30 July 2024

scientific article; zbMATH DE number 1545302
Language Label Description Also known as
English
APPLICATION OF RANDOM MATRIX THEORY TO STUDY CROSS-CORRELATIONS OF STOCK PRICES
scientific article; zbMATH DE number 1545302

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    APPLICATION OF RANDOM MATRIX THEORY TO STUDY CROSS-CORRELATIONS OF STOCK PRICES (English)
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    5 July 2001
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    cross-correlations
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    random matrix theory
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    stock portfolio
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    risk
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