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LEM working paper series
Physica A: Statistical Mechanics and its Applications
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Journal of Multivariate Analysis
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Mesoscopic structure of the stock market and portfolio optimization
Zema, Sebastiano Michele
;
Fagiolo, Giorgio
;
Squartini, …
-
2021
paper, we exploit clustering techniques derived from
Random
Matrix
Theory (RMT) to study a third, intermediate (mesoscopic …
Persistent link: https://www.econbiz.de/10012695127
Saved in:
2
The anatomy of government bond yields synchronization in the Eurozone
Barbieri, Claudio
;
Guerini, Mattia
;
Napoletano, Mauro
-
2021
combine principal component analysis with
random
matrix
theory. We find that synchronization depends upon yields maturity …
Persistent link: https://www.econbiz.de/10012497031
Saved in:
3
Synchronization patterns in the European Union
Guerini, Mattia
;
Luu, Duc Thi
;
Napoletano, Mauro
-
2019
exploits
Random
Matrix
Theory and extracts the latent information contained in a balanced panel data by cleaning it from …
Persistent link: https://www.econbiz.de/10012111550
Saved in:
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