Plerou, V; Gopikrishnan, P; Rosenow, B; Amaral, L.A.N; … - In: Physica A: Statistical Mechanics and its Applications 287 (2000) 3, pp. 374-382
matrix theory (RMT), which originated from the need to understand the interactions between the constituent elements of …? This article reviews recent results regarding cross-correlations between stocks. Specifically, we use methods of random …