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Multivariate Distributions in Non-Stationary Complex Systems I: Random Matrix Model and Formulae for Data Analysis

Fuente: arXiv

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Bibliographic Details
Main Authors:	Manolakis, Efstratios, Heckens, Anton J., Köhler, Benjamin, Guhr, Thomas
Format:	Preprint
Published:	2024
Subjects:	Statistical Finance
Online Access:	Acceder al recurso
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