Analysis of cross-correlations in emerging markets using random matrix theory
Thomas Chinwe Urama, Patrick Oseloka Ezepue, Chimezie Peters Nnanwa
| Year of publication: |
May 2017
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| Authors: | Urama, Thomas Chinwe ; Ezepue, Patrick Oseloka ; Nnanwa, Chimezie Peters |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 7.2017, 2, p. 291-307
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| Subject: | Random Matrix Theory | Cross-Correlations | Emerging Markets | Option Pricing | Eigenvalues Eigenvectors | Inverse Participation Ratios and Implied Volatility | Schwellenländer | Emerging economies | Lineare Algebra | Linear algebra | Korrelation | Correlation | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2017.72015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011673890