APPLICATION OF RANDOM MATRIX THEORY TO STUDY CROSS-CORRELATIONS OF STOCK PRICES (Q4521263): Difference between revisions
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Property / author: Bernd Rosenow / rank | |||
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Property / author: Vasiliki Plerou / rank | |||
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Property / author: Parameswaran Gopikrishnan / rank | |||
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Property / author: H. Eugene Stanley / rank | |||
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Property / author: Bernd Rosenow / rank | |||
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Property / author: Vasiliki Plerou / rank | |||
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Property / author: Parameswaran Gopikrishnan / rank | |||
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Property / author: H. Eugene Stanley / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / cites work: On a class of analytic functions from the quantum theory of collisions / rank | |||
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Property / full work available at URL: https://doi.org/10.1142/s0219024900000267 / rank | |||
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Property / OpenAlex ID: W2054363946 / 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 |
Statements
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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