Empirics versus RMT in financial cross-correlations

Acta Physica Polonica B

Volumn 38, Issue 13 SPEC. ISS., 2007, Pages 4027-4039

  Drozdz, S ^a,b   Kwapien J ^a   Oswiecimka P ^a  

^a INSTITUTE OF NUCLEAR PHYSICS   (Poland)

^b UNIVERSITY OF RZESZÓW   (Poland)

Author keywords

[No Author keywords available]

Indexed keywords

CONVOLUTION; FRACTAL DIMENSION; HIERARCHICAL SYSTEMS; MATRIX ALGEBRA; NONLINEAR SYSTEMS; RANDOM VARIABLES;

CORRELATION MATRICES; FINANCIAL CROSS-CORRELATIONS; MULTIFRACTAL CHARACTERISTICS; RANDOM MATRIX THEORY;

CORRELATION METHODS;

EID: 38549161589     PISSN: 05874254     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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