Pages that link to "Item:Q1673123"
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The following pages link to Random matrix theory analysis of cross-correlations in the US stock market: evidence from Pearson's correlation coefficient and detrended cross-correlation coefficient (Q1673123):
Displaying 8 items.
- An unequal adjacent grey forecasting air pollution urban model (Q821782) (← links)
- Measures of uncertainty in market network analysis (Q1783053) (← links)
- Analyzing financial correlation matrix based on the eigenvector-eigenvalue identity (Q2066070) (← links)
- Statistical test for multiple detrended cross-correlation coefficient (Q2146262) (← links)
- Cross-correlations between the CSI300 index and commodity markets: non-stationary principal component analysis (NSPCA) (Q2162076) (← links)
- Financial time series analysis based on fractional and multiscale permutation entropy (Q2206614) (← links)
- Financial time series analysis using Total-CApEn and Avg-CApEn with cumulative histogram matrix (Q2207945) (← links)
- The<i>q</i>-dependent detrended cross-correlation analysis of stock market (Q4964480) (← links)
