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Eigenvector overlaps of sample covariance matrices with intersecting time periods

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Bibliographic Details
Main Authors:	Riabov, Volodymyr, Tikhonov, Konstantin, Bouchaud, Jean-Philippe
Format:	Preprint
Published:	2025
Subjects:	Statistical Mechanics Data Analysis, Statistics and Probability Mathematical Finance 60B20
Online Access:	Acceder al recurso
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