Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case (Q3088327): Difference between revisions
From MaRDI portal
Latest revision as of 09:28, 4 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case |
scientific article |
Statements
Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case (English)
0 references
19 August 2011
0 references
portfolio theory
0 references
power laws
0 references
statistical physics
0 references
risk measures
0 references
random walks
0 references
options pricing
0 references
random matrix theory
0 references
0 references
0 references
0 references
0 references
0 references