RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS
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Publication:4521262
DOI10.1142/S0219024900000255zbMath0970.91059OpenAlexW2093432936MaRDI QIDQ4521262
Pierre Cizeau, L. Laloux, Jean-Philippe Bouchaud, Marc Potters
Publication date: 23 October 2001
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024900000255
Economic time series analysis (91B84) Random matrices (algebraic aspects) (15B52) Statistical methods; economic indices and measures (91B82)
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