The following pages link to (Q4782142):
Displaying 3 items.
- Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property (Q5107327) (← links)
- Random Matrix Theory of Dynamical Cross Correlations in Financial Data (Q5325414) (← links)
- Non-stationarity in Financial Markets: Dynamics of Market States Versus Generic Features (Q5360101) (← links)