Random matrix theory approach to financial cross-correlations

V. Plerou*, P. Gopikrishnan, B. Rosenow, L. A N Amaral, H. E. Stanley

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

77 Scopus citations

Fingerprint

Dive into the research topics of 'Random matrix theory approach to financial cross-correlations'. Together they form a unique fingerprint.

Mathematics

Physics & Astronomy