Pages that link to "Item:Q844582"
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The following pages link to Determining the optimal dimensionality of multivariate volatility models with tools from random matrix theory (Q844582):
Displaying 3 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)
- A unified model for regularized and robust portfolio optimization (Q2007869) (← links)
- Forecasting volatility with support vector machine-based GARCH model (Q3065523) (← links)
