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Hidden noise structure and random matrix models of stock correlations
Dimov, Ivailo I., Kolm, Petter N., Maclin, Lee, Shiber, Dan Y. C.Volume:
12
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2012.664931
Date:
April, 2012
File:
PDF, 381 KB
english, 2012