Pages that link to "Item:Q3605232"
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The following pages link to Random matrix ensembles of time-lagged correlation matrices: derivation of eigenvalue spectra and analysis of financial time-series (Q3605232):
Displaying 10 items.
- Network and eigenvalue analysis of financial transaction networks (Q977772) (← links)
- Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case (Q3088327) (← links)
- Financial interaction networks inferred from traded volumes (Q3301995) (← links)
- Ornstein–Uhlenbeck diffusion of hermitian and non-hermitian matrices—unexpected links (Q3302692) (← links)
- Spectra of large time-lagged correlation matrices from random matrix theory (Q3303093) (← links)
- Non-Hermitean Wishart random matrices (I) (Q5253978) (← links)
- Random Matrix Theory of Dynamical Cross Correlations in Financial Data (Q5325414) (← links)
- Optimizing a basket against the efficient market hypothesis (Q5746739) (← links)
- Lead-lag detection and network clustering for multivariate time series with an application to the us equity market (Q6097122) (← links)
- Random matrix time series (Q6172251) (← links)
