Random matrix ensembles of time-lagged correlation matrices: derivation of eigenvalue spectra and analysis of financial time-series (Q3605232)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Random matrix ensembles of time-lagged correlation matrices: derivation of eigenvalue spectra and analysis of financial time-series |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Random matrix ensembles of time-lagged correlation matrices: derivation of eigenvalue spectra and analysis of financial time-series |
scientific article |
Statements
Random matrix ensembles of time-lagged correlation matrices: derivation of eigenvalue spectra and analysis of financial time-series (English)
0 references
23 February 2009
0 references
stochastic analysis
0 references
adaptive behaviour
0 references
agent based modelling
0 references
asset pricing
0 references
complexity in economics
0 references
financial time series
0 references
0.9048938751220704
0 references
0.8427528142929077
0 references
0.8132842183113098
0 references
0.7878621816635132
0 references
0.78743976354599
0 references
