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

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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
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