Pages that link to "Item:Q5325414"
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The following pages link to Random Matrix Theory of Dynamical Cross Correlations in Financial Data (Q5325414):
Displaying 10 items.
- Correlation and volatility in an Indian stock market: A random matrix approach (Q978735) (← links)
- Random matrix theory analysis of cross-correlations in the US stock market: evidence from Pearson's correlation coefficient and detrended cross-correlation coefficient (Q1673123) (← links)
- Dynamics of cross-correlations in the stock market (Q1873967) (← links)
- Extension of the random matrix theory to the L-moments for robust portfolio selection (Q2871418) (← links)
- Hidden noise structure and random matrix models of stock correlations (Q2873030) (← links)
- A new method to estimate the noise in financial correlation matrices (Q4443882) (← links)
- (Q4782142) (← links)
- Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property (Q5107327) (← links)
- (Q5359672) (← links)
- Uncovering the dynamics of correlation structures relative to the collective market motion (Q5857422) (← links)