Pages that link to "Item:Q4646479"
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The following pages link to Correlation structure of extreme stock returns (Q4646479):
Displaying 13 items.
- An introduction to statistical finance (Q699524) (← links)
- Evolution and anti-evolution in a minimal stock market model (Q1397358) (← links)
- Infinite products of large random matrices and matrix-valued diffusion (Q1409209) (← links)
- Alternation of different fluctuation regimes in the stock market dynamics (Q1414494) (← links)
- A nested factor model for non-linear dependencies in stock returns (Q4619483) (← links)
- Emergence of statistically validated financial intraday lead-lag relationships (Q4619502) (← links)
- Data-driven methods for equity similarity prediction (Q4683061) (← links)
- Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property (Q5107327) (← links)
- Forecasting market states (Q5234372) (← links)
- Levels of complexity in financial markets (Q5947862) (← links)
- More stylized facts of financial markets: leverage effect and downside correlations (Q5947865) (← links)
- Ensemble properties of securities traded in the NASDAQ market (Q5947875) (← links)
- Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach (Q6054412) (← links)
