Noise dressing of financial correlation matrices

Physical Review Letters

Volumn 83, Issue 7, 1999, Pages 1467-1470

  Laloux, Laurent ^a   Cizeau, Pierre ^a   Bouchaud, Jean Philippe ^a,b   Potters, Marc ^a  

^a Science and Finance   (France)

^b SERVICE DE PHYSIQUE DE L ETAT CONDENSÉ   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 18344388346     PISSN: 00319007     EISSN: 10797114     Source Type: Journal    
DOI: 10.1103/PhysRevLett.83.1467     Document Type: Article

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