Pages that link to "Item:Q3644885"
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The following pages link to MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES (Q3644885):
Displayed 8 items.
- Complex systems: features, similarity and connectivity (Q823211) (← links)
- On a spiked model for large volatility matrix estimation from noisy high-frequency data (Q1615279) (← links)
- Emergence of correlations between securities at short time scales (Q2160104) (← links)
- The impact of asynchronous trading on Epps effect on Warsaw stock exchange (Q2401313) (← links)
- Generic features in the spectral decomposition of correlation matrices (Q4958132) (← links)
- Random matrix application to correlations amongst the volatility of assets (Q5001110) (← links)
- Principal Eigenportfolios for U.S. Equities (Q5092726) (← links)
- Efficient Error-Correcting Codes for Sliding Windows (Q5220468) (← links)