Random matrix application to correlations amongst the volatility of assets (Q5001110)
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scientific article; zbMATH DE number 7372385
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random matrix application to correlations amongst the volatility of assets |
scientific article; zbMATH DE number 7372385 |
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Random matrix application to correlations amongst the volatility of assets (English)
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16 July 2021
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random matrix theory
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volatility correlation
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eigenvalue distribution
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