Collective behavior of stock price movements - a random matrix theory approach (Q5947877)
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scientific article; zbMATH DE number 1666243
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Collective behavior of stock price movements - a random matrix theory approach |
scientific article; zbMATH DE number 1666243 |
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Collective behavior of stock price movements - a random matrix theory approach (English)
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23 October 2001
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cross-correlation matrix
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