Random Matrix Application to Correlations Among Volatility of Assets
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Longfeng Zhao & Wei Li & Andrea Fenu & Boris Podobnik & Yougui Wang & H. Eugene Stanley, 2017. "The q-dependent detrended cross-correlation analysis of stock market," Papers 1705.01406, arXiv.org, revised Jun 2017.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-10-11 (All new papers)
- NEP-ECM-2013-10-11 (Econometrics)
- NEP-ETS-2013-10-11 (Econometric Time Series)
- NEP-RMG-2013-10-11 (Risk Management)
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