A new method to estimate the noise in financial correlation matrices
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Publication:4443882
DOI10.1088/0305-4470/36/12/310zbMath1042.91042arXivcond-mat/0206577OpenAlexW1989949989MaRDI QIDQ4443882
Publication date: 19 January 2004
Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0206577
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