APPLICATION OF RANDOM MATRIX THEORY TO STUDY CROSS-CORRELATIONS OF STOCK PRICES (Q4521263)
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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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