Constructing analytically tractable ensembles of stochastic covariances with an application to financial data
Meudt, Frederik, Theissen, Martin, Schäfer, Rudi, Guhr, ThomasVolume:
2015
Language:
english
Journal:
Journal of Statistical Mechanics: Theory and Experiment
DOI:
10.1088/1742-5468/2015/11/P11025
Date:
November, 2015
File:
PDF, 1.07 MB
english, 2015