Pages that link to "Item:Q5001110"
From MaRDI portal
The following pages link to Random matrix application to correlations amongst the volatility of assets (Q5001110):
Displaying 9 items.
- Analyzing financial correlation matrix based on the eigenvector-eigenvalue identity (Q2066070) (← links)
- AN EMPIRICAL APPROACH TO FINANCIAL CRISIS INDICATORS BASED ON RANDOM MATRICES (Q4565074) (← links)
- (Q4782142) (← links)
- The<i>q</i>-dependent detrended cross-correlation analysis of stock market (Q4964480) (← links)
- Random matrix models for datasets with fixed time horizons (Q4991056) (← links)
- Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property (Q5107327) (← links)
- A memory-based method to select the number of relevant components in principal component analysis (Q5131521) (← links)
- A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering (Q5234327) (← links)
- Estimating correlation and covariance matrices by weighting of market similarity (Q5245358) (← links)