Financial Applications of Random Matrix Theory: Old Laces and New Pieces
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- M. Potters & J. P. Bouchaud & L. Laloux, 2005. "Financial Applications of Random Matrix Theory: Old Laces and New Pieces," Papers physics/0507111, arXiv.org.
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-04-01 (All new papers)
- NEP-FIN-2006-04-01 (Finance)
- NEP-FMK-2006-04-01 (Financial Markets)
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