Hits 1-1 within 1 documents
Random matrix ensembles of time-lagged correlation matrices: derivation of eigenvalue spectra and analysis of financial time-series [journal article]
Source: Quantitative Finance, 8 (2008) 7. p.705-722
Hits 1-1 within 1 documents
Author(s): Thurner, Stefan; Biely, Christoly
Source: Quantitative Finance, 8 (2008) 7. p.705-722