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Random
Matrix
Theory
and the Evolution of Business Cycle Synchronisation, 1886-2006
Ormerod, Paul
-
2008
matrix may be dominated by noise rather than by true information.
Random
matrix
theory
was developed in physics to overcome … in the analysis of financial data. Using a very similar data set to Bordo and Helbing, I use
random
matrix
theory
, and …
Persistent link: https://www.econbiz.de/10010295268
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