One-factor model for the cross-correlation matrix in the Vietnamese stock market
Year of publication: |
2013
|
---|---|
Authors: | Nguyen, Quang |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 392.2013, 13, p. 2915-2923
|
Publisher: |
Elsevier |
Subject: | Cross-correlation | Random matrix | Eigenvalue |
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