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~subject:"Random Matrix Theory"
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Random Matrix Theory
Random matrix theory
81
random matrix theory
44
Theorie
24
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23
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23
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23
Portfolio selection
22
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22
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nonlinear shrinkage estimation
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Guerini, Mattia
7
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7
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6
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3
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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ECONIS (ZBW)
14
RePEc
5
EconStor
4
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1
Test set sizing via
Random
Matrix
Theory
Dubbs, Alexander
- In:
Operations research forum
5
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014517592
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/10012651867
Saved in:
3
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:
4
The anatomy of government bond yields synchronization in the Eurozone
Barbieri, Claudio
;
Guerini, Mattia
;
Napoletano, Mauro
-
2021
Persistent link: https://www.econbiz.de/10012543927
Saved in:
5
Synchronization patterns in the European Union
Guerini, Mattia
;
Luu, Duc Thi
;
Napoletano, Mauro
- In:
Applied economics
55
(
2023
)
18
,
pp. 2038-2059
Persistent link: https://www.econbiz.de/10014294856
Saved in:
6
The determinants of the U.S. consumer sentiment: Linear and nonlinear models
El Alaoui, Marwane
;
Bouri, Elie
;
Azoury, Nehme
- In:
International Journal of Financial Studies
8
(
2020
)
3
,
pp. 1-13
of eigenvalues deviate from the
Random
Matrix
Theory
(RMT) and might contain pertinent information. Results from linear …
Persistent link: https://www.econbiz.de/10013200285
Saved in:
7
Non-commutative probability theory and applications in financet
Breitig, Marco
-
2020
Persistent link: https://www.econbiz.de/10012418797
Saved in:
8
The determinants of the U.S. consumer sentiment : linear and nonlinear models
El Alaoui, Marwane
;
Bouri, Elie
;
Azoury, Nehme
- In:
International Journal of Financial Studies : open …
8
(
2020
)
3/38
,
pp. 1-13
of eigenvalues deviate from the
Random
Matrix
Theory
(RMT) and might contain pertinent information. Results from linear …
Persistent link: https://www.econbiz.de/10012291710
Saved in:
9
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/10012389308
Saved in:
10
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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