Pages that link to "Item:Q5001110"

The following pages link to Random matrix application to correlations amongst the volatility of assets (Q5001110):

Displaying 6 items.

• Analyzing financial correlation matrix based on the eigenvector-eigenvalue identity (Q2066070) (← links)
• AN EMPIRICAL APPROACH TO FINANCIAL CRISIS INDICATORS BASED ON RANDOM MATRICES (Q4565074) (← links)
• The<i>q</i>-dependent detrended cross-correlation analysis of stock market (Q4964480) (← links)
• Random matrix models for datasets with fixed time horizons (Q4991056) (← links)
• A memory-based method to select the number of relevant components in principal component analysis (Q5131521) (← links)
• A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering (Q5234327) (← links)