A new method to estimate the noise in financial correlation matrices (Q4443882)
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scientific article; zbMATH DE number 2028566
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new method to estimate the noise in financial correlation matrices |
scientific article; zbMATH DE number 2028566 |
Statements
A new method to estimate the noise in financial correlation matrices (English)
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19 January 2004
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