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Random Matrix Approach for Financial Data Correlation

https://doi.org/10.2139/ssrn.1111949
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/s100510050929openalex-extracted
Hierarchical structure in financial markets
inferredcites →https://doi.org/10.1016/s0370-1573(97)00088-4openalex-extracted
Random-matrix theories in quantum physics: common concepts
inferredcites →https://doi.org/10.1016/s0378-4371(00)00075-3openalex-extracted
Random matrix theory and the failure of macro-economic forecasts
inferredcites →https://doi.org/10.1016/s0378-4371(00)00376-9openalex-extracted
A random matrix theory approach to financial cross-correlations
inferredcites →https://doi.org/10.1016/s0378-4371(98)00332-xopenalex-extracted
Rational decisions, random matrices and spin glasses
inferredcites →https://doi.org/10.1088/0305-4470/36/12/310openalex-extracted
A new method to estimate the noise in financial correlation matrices
inferredcites →https://doi.org/10.1103/physreva.65.069904openalex-extracted
Erratum: Stark transitions in antiprotonic helium [Phys. Rev. A65, 032509 (2002)]
inferredcites →https://doi.org/10.1103/physreve.60.3389openalex-extracted
Distributions of singular values for some random matrices
inferredcites →https://doi.org/10.1103/physreve.60.5305openalex-extracted
Scaling of the distribution of fluctuations of financial market indices
inferredcites →https://doi.org/10.1103/physrevlett.83.1467openalex-extracted
Noise Dressing of Financial Correlation Matrices
inferredcites →https://doi.org/10.1103/physrevlett.83.1471openalex-extracted
Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series
inferredcites →https://doi.org/10.1111/j.1540-6261.1952.tb01525.xopenalex-extracted
PORTFOLIO SELECTION*
inferredcites →https://doi.org/10.2307/2327857openalex-extracted
Modern Portfolio Theory and Investment Analysis.
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