Browsing by Subject Financial covariance matrices
Showing results 1 to 2 of 2
Issue Date | Title | Author(s) |
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2008 | Power-law deformation of wishart-laguerre ensembles of random matrices | Akemann, G; Vivo, P |
2010 | Universal correlations and power-law tails in financial covariance matrices | Akemann, G; Fischmann, J; Vivo, P |