Random matrix approach to correlation matrix of financial data : (Mexican stock market case)
Juan Martín Casillas González, Antonio Alatorre Torres
| Year of publication: |
September 2015
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|---|---|
| Authors: | Casillas González, Juan Martín ; Torres, Antonio Alatorre |
| Published in: |
Modern economy. - Irvine, Calif. : Scientific Research Publishing, ISSN 2152-7245, ZDB-ID 2598760-4. - Vol. 6.2015, 9, p. 1033-1042
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| Subject: | Economical Physics | Mathematical Economy | Financial Risk | Time Series | Crossed Correlation Matrices | Random Matrix Theory | Applied Nuclear Chaos | Stock Market Problems | Korrelation | Correlation | Lineare Algebra | Linear algebra | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Finanzmarkt | Financial market | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/me.2015.69099 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011441589