APPLICATION OF RANDOM MATRIX THEORY TO STUDY CROSS-CORRELATIONS OF STOCK PRICES
From MaRDI portal
Publication:4521263
DOI10.1142/S0219024900000267zbMath0984.91516OpenAlexW2054363946MaRDI QIDQ4521263
Luis A. Nunes Amaral, Parameswaran Gopikrishnan, Bernd Rosenow, H. Eugene Stanley, Vasiliki Plerou
Publication date: 5 July 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/s0219024900000267
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (5)
Implied basket correlation dynamics ⋮ A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets ⋮ MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES ⋮ Non-Hermitean Wishart random matrices (I) ⋮ Macroeconomic and Financial Networks: Review of Some Recent Developments in Parametric and Non-parametric Approaches
Cites Work
This page was built for publication: APPLICATION OF RANDOM MATRIX THEORY TO STUDY CROSS-CORRELATIONS OF STOCK PRICES
