The following pages link to (Q5359672):
Displaying 8 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)
- Hidden noise structure and random matrix models of stock correlations (Q2873030) (← links)
- Constructing analytically tractable ensembles of stochastic covariances with an application to financial data (Q3302163) (← links)
- Uncovering the dynamics of correlation structures relative to the collective market motion (Q5857422) (← links)
- Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations (Q5876982) (← links)
- Matrix moments in a real, doubly correlated algebraic generalization of the Wishart model (Q5876985) (← links)
