APPLICATION OF RANDOM MATRIX THEORY TO STUDY CROSS-CORRELATIONS OF STOCK PRICES (Q4521263): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: On a class of analytic functions from the quantum theory of collisions / rank | |||
Normal rank | |||
Revision as of 11:20, 3 June 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)
0 references
5 July 2001
0 references
cross-correlations
0 references
random matrix theory
0 references
stock portfolio
0 references
risk
0 references
