Random matrix theory and financial correlations
| Year of publication: |
1999-01
|
|---|---|
| Authors: | Laloux, Laurent ; Cizeau, Pierre ; Bouchaud, Jean-Philippe |
| Institutions: | Science & Finance |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Forthcoming in the proceedings of the 1999 Dublin conference, published by World Scientific I.J.T.A.F Number 500053 |
| Classification: | G10 - General Financial Markets. General |
| Source: |
Persistent link: https://www.econbiz.de/10005328203