A RANDOM-MATRIX-THEORY-BASED ANALYSIS OF STOCKS OF MARKETS FROM DIFFERENT COUNTRIES

DOI10.1142/S0219525908001970zbMath1156.91453OpenAlexW3124515772MaRDI QIDQ3603956

Peter Richmond, Stefan Hutzler, Ricardo Coelho, Brian M. Lucey

Publication date: 24 February 2009

Published in: Advances in Complex Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219525908001970

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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