A random matrix theory approach to financial cross-correlations - Concepedia

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A random matrix theory approach to financial cross-correlations

127

Citations

22

References

2000

Year

Vasiliki Plerou, Parameswaran Gopikrishnan, Bernd Rosenow, Luı́s A. Nunes Amaral, H. Eugene Stanley

Physica A Statistical Mechanics and its Applications

Asset PricingFinancial Cross-correlationsBusinessRandom MatrixRandom Matrix TheoryFinanceHigh-frequency Financial Econometrics

References

	Year	Citations

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