A RANDOM-MATRIX-THEORY-BASED ANALYSIS OF STOCKS OF MARKETS FROM DIFFERENT COUNTRIES
COELHO, RICARDO, RICHMOND, PETER, HUTZLER, STEFAN, LUCEY, BRIANVolume:
11
Language:
english
Journal:
Advances in Complex Systems
DOI:
10.1142/S0219525908001970
Date:
October, 2008
File:
PDF, 358 KB
english, 2008