✦ LIBER ✦

Random matrix approach to cross correlations in financial data

✍ Scribed by Plerou, Vasiliki; Gopikrishnan, Parameswaran; Rosenow, Bernd; Amaral, Luís A. Nunes; Guhr, Thomas; Stanley, H. Eugene

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Cross correlations in an emerging market

✍ Sadik Çukur; Mehmet Eryiğit; Resul Eryiğit 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 837 KB

Random matrix theory and cross-correlati

✍ Ashadun Nobi, Seong Eun Maeng, Gyeong Gyun Ha… 📂 Article 📅 2013 🏛 The Korean Physical Society 🌐 English ⚖ 342 KB

Time delay correlations in chaotic scatt

✍ N. Lehmann; D.V. Savin; V.V. Sokolov; H.-J. Sommers 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 768 KB

Correlation and volatility in an Indian

✍ Varsha Kulkarni; Nivedita Deo 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 471 KB

A random matrix approach to the lack of

✍ Uffe Haagerup; Hanne Schultz; Steen Thorbjørnsen 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 623 KB

Percolation Approach to Correlated Hoppi

✍ H. Cordes; S.D. Baranovskii; J. Greif 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 81 KB 👁 2 views