Random matrix theory analysis of cross-correlations in the US stock market: evidence from Pearson's correlation coefficient and detrended cross-correlation coefficient (Q1673123)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random matrix theory analysis of cross-correlations in the US stock market: evidence from Pearson's correlation coefficient and detrended cross-correlation coefficient |
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Random matrix theory analysis of cross-correlations in the US stock market: evidence from Pearson's correlation coefficient and detrended cross-correlation coefficient (English)
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11 September 2018
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econophysics
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random matrix theory
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cross-correlations
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detrended cross-correlation coefficient
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Pearson's correlation coefficient
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US stock market
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