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Structural Constant Conditional Correlation
Weber, Enzo, (2008)
Correlation vs. Causality in Stock Market Comovement
Weber, Enzo, (2007)
On sigma−additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model
Krätschmer, Volker, (2007)
Noise dressing of financial correlation matrices
Laloux, Laurent, (1998)
Random matrix theory and financial correlations
Laloux, Laurent, (1999)
Correlation structure of extreme stock returns
Cizeau, Pierre, (2000)