Visualitza UJI: Investigación per paraule clau "Bulks"
Ara mostrant els elements 1-1 d 1
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The fine structure of spectral properties for random correlation matrices: an application to financial markets
American Physical Society (2011-07-29)We study some properties of eigenvalue spectra of financial correlation matrices. In particular, we investigate the nature of the large eigenvalue bulks which are observed empirically, and which have often been regarded ...