RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS (Q4521262)
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scientific article; zbMATH DE number 1545301
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS |
scientific article; zbMATH DE number 1545301 |
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RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS (English)
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23 October 2001
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random matrices
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multivariate financial time series
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risk management
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