Random matrix theory approach to financial cross-correlations

Physica A: Statistical Mechanics and its Applications

Volumn 287, Issue 3-4, 2000, Pages 374-382

  Plerou, V ^a   Gopikrishnan, P ^a   Rosenow, B ^a   Amaral, L A N ^a   Stanley, H E ^a  

^a Boston University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; ECONOMICS; EIGENVALUES AND EIGENFUNCTIONS; FINANCIAL DATA PROCESSING; VECTORS;

ECONOPHYSICS; RANDOM MATRIX THEORY;

STATISTICAL MECHANICS;

EID: 0034509210     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(00)00376-9     Document Type: Article

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