Complex Market Dynamics in the Light of Random Matrix Theory

DOI10.1007/978-3-030-11364-3_2zbMath1418.91635arXiv1809.07100OpenAlexW2890593735MaRDI QIDQ5227350

Hirdesh K. Pharasi, Kiran Sharma, Thomas H. Seligman, Anirban Chakraborti

Publication date: 26 July 2019

Published in: New Economic Windows (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.07100

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Economic time series analysis (91B84) Actuarial science and mathematical finance (91G99)

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