Random matrix ensembles of time-lagged correlation matrices: derivation of eigenvalue spectra and analysis of financial time-series (Q3605232)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random matrix ensembles of time-lagged correlation matrices: derivation of eigenvalue spectra and analysis of financial time-series |
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Random matrix ensembles of time-lagged correlation matrices: derivation of eigenvalue spectra and analysis of financial time-series (English)
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23 February 2009
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stochastic analysis
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adaptive behaviour
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agent based modelling
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asset pricing
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complexity in economics
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financial time series
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