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Random Matrix Approach for Financial Data Correlation

https://doi.org/10.2139/ssrn.1111949
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12/12 checkable references clean · checked 2026-10-08

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

3 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 12 checked references that resolve
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PORTFOLIO SELECTION*
resolves10.1103/physrevlett.83.1467
Noise Dressing of Financial Correlation Matrices
resolves10.1103/physrevlett.83.1471
Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series
resolves10.1016/s0370-1573(97)00088-4
Random-matrix theories in quantum physics: common concepts
resolves10.1016/s0378-4371(00)00376-9
A random matrix theory approach to financial cross-correlations
resolves10.1103/physreva.65.069904
Erratum: Stark transitions in antiprotonic helium [Phys. Rev. A<b>65</b>, 032509 (2002)]
resolves10.1007/s100510050929
Hierarchical structure in financial markets
resolves10.1103/physreve.60.5305
Scaling of the distribution of fluctuations of financial market indices
resolves10.1103/physreve.60.3389
Distributions of singular values for some random matrices
resolves10.1016/s0378-4371(00)00075-3
Random matrix theory and the failure of macro-economic forecasts
resolves10.1088/0305-4470/36/12/310
A new method to estimate the noise in financial correlation matrices
resolves10.1016/s0378-4371(98)00332-x
Rational decisions, random matrices and spin glasses
The 3 references without a DOI — listed, not checked
no DOI — not checkedref4
no DOI — not checkedref6
no DOI — not checkedref16
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. If Crossref’s record marks the work itself retracted, withdrawn, or removed, the badge says so instead of showing clean. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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