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subject:"Börsenkurs"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"VAR model"
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International journal of theoretical and applied finance
Econophysics of systemic risk and network dynamics : [Econophys-Kolkata VI Conference]
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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Application of random matrix theory to study cross-correlations of stock prices
Rosenow, Bernd
(
contributor
)
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 399-403
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