✦ LIBER ✦

Hidden noise structure and random matrix models of stock correlations

✍ Scribed by Dimov, Ivailo I.; Kolm, Petter N.; Maclin, Lee; Shiber, Dan Y. C.

Book ID: 120563338
Publisher: Taylor and Francis Group
Year: 2012
Tongue: English
Weight: 381 KB
Volume: 12
Category: Article
ISSN: 1469-7688
DOI: 10.1080/14697688.2012.664931

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