Large dimension forecasting models and random singular value spectra
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- Jean-Philippe Bouchaud & Laurent Laloux & M. Augusta Miceli & Marc Potters, 2005. "Large dimension forecasting models and random singular value spectra," Papers physics/0512090, arXiv.org.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Romain Allez & Jean-Philippe Bouchaud, 2012. "Eigenvector dynamics: general theory and some applications," Papers 1203.6228, arXiv.org, revised Jul 2012.
- Frank Fabozzi & Sergio Focardi & Caroline Jonas, 2008. "On the challenges in quantitative equity management," Quantitative Finance, Taylor & Francis Journals, vol. 8(7), pages 649-665.
- Leonidas Sandoval Junior & Italo De Paula Franca, 2011. "Correlation of financial markets in times of crisis," Papers 1102.1339, arXiv.org, revised Mar 2011.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-04-01 (All new papers)
- NEP-ECM-2006-04-01 (Econometrics)
- NEP-ETS-2006-04-01 (Econometric Time Series)
- NEP-FOR-2006-04-01 (Forecasting)
- NEP-MAC-2006-04-01 (Macroeconomics)
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