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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Random
matrix
models for datasets with fixed time horizons
Zitelli, G. L.
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 769-781
Persistent link: https://www.econbiz.de/10012262618
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2
Nonstationarity of the intraday individual and collective seasonalities of price fluctuations
Queirós, Sílvio M. Duarte
;
Graczyk, Michelle B.
- In:
The journal of network theory in finance
3
(
2017
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10011668579
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3
Dynamical cross-correlation of multiple time series Ising model
Takaishi, Tetsuya
- In:
Evolutionary and institutional economics review
13
(
2016
)
2
,
pp. 455-468
Persistent link: https://www.econbiz.de/10011581495
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4
Random
matrix
approach to correlation matrix of financial data : (Mexican stock market case)
Casillas González, Juan Martín
;
Torres, Antonio Alatorre
- In:
Modern economy
6
(
2015
)
9
,
pp. 1033-1042
Persistent link: https://www.econbiz.de/10011441589
Saved in:
5
A
random
matrix
theory approach to test for agricultural productivity convergence
Surry, Yves
;
Galanopoulos, Konstantinos
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1319-1323
Persistent link: https://www.econbiz.de/10010467415
Saved in:
6
Strong approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomials
Dette, Holger
-
2001
Persistent link: https://www.econbiz.de/10009776761
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