Random, but not so much: A parameterization for the returns and correlation matrix of financial time series
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- Camilo Rodrigues Neto & Andr' e C. R. Martins, 2007. "Multifractality in the Random Parameters Model," Papers 0710.5497, arXiv.org.
- Ormerod, Paul, 2008. "Random Matrix Theory and Macro-Economic Time-Series: An Illustration Using the Evolution of Business Cycle Synchronisation, 1886-2006," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 2, pages 1-10.
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