The following pages link to (Q5359672):
Displayed 4 items.
- Random matrix theory analysis of cross-correlations in the US stock market: evidence from Pearson's correlation coefficient and detrended cross-correlation coefficient (Q1673123) (← links)
- Constructing analytically tractable ensembles of stochastic covariances with an application to financial data (Q3302163) (← links)
- Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations (Q5876982) (← links)
- Matrix moments in a real, doubly correlated algebraic generalization of the Wishart model (Q5876985) (← links)