Eigenvalue Distribution of Empirical Correlation Matrices for Multiscale Complex Systems and Application to Financial Data

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	de Moraes, Luan M. T., Macêdo, Antônio M. S., Vasconcelos, Giovani L., Ospina, Raydonal
Format:	Preprint
Published:	2025
Subjects:	Statistical Finance Data Analysis, Statistics and Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2507.14325