Asymmetric correlation matrices: An analysis of financial data

European Physical Journal B

Volumn 85, Issue 6, 2012, Pages

  Livan, G ^a   Rebecchi, L ^b  

^a ABDUS SALAM INTERNATIONAL CENTRE FOR THEORETICAL PHYSICS   (Italy)

^b UNIVERSITY OF PAVIA   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

COMPLEX EIGENVALUES; CORRELATION MATRIX; CORRELATION STRUCTURE; DATA SETS; EIGEN-VALUE; EIGENVALUE SPECTRA; FINANCIAL DATA; NON-TRIVIAL; PEARSON CORRELATION; PRINCIPAL COMPONENTS; RANDOM MATRIX THEORY; SPECTRAL PROPERTIES; STATISTICAL SYSTEMS; STOCK EXCHANGE;

CORRELATION METHODS; RANDOM VARIABLES; SPECTRUM ANALYSIS;

EIGENVALUES AND EIGENFUNCTIONS;

EID: 84864555771     PISSN: 14346028     EISSN: 14346036     Source Type: Journal    
DOI: 10.1140/epjb/e2012-30085-3     Document Type: Article

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