Random matrix theory of dynamical cross correlations in financial data

Progress of Theoretical Physics Supplement

Volumn , Issue 179, 2009, Pages 60-70

  Nakayama, Yasuhiro ^a   Iyetomi, Hiroshi ^a  

^a NIIGATA UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 69549118839     PISSN: 03759687     EISSN: 13474081     Source Type: Journal    
DOI: 10.1143/PTPS.179.60     Document Type: Article

References (13)

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