Hidden noise structure and random matrix models of stock...

Hidden noise structure and random matrix models of stock correlations

Dimov, Ivailo I., Kolm, Petter N., Maclin, Lee, Shiber, Dan Y. C.
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Volume:
12
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2012.664931
Date:
April, 2012
File:
PDF, 381 KB
english, 2012
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