From sectorial coarse graining to extreme coarse graining of S&P 500 correlation matrices

Fuente: arXiv

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Bibliographic Details
Main Authors:	Vyas, Manan, Martínez-Ramos, M. Mijaíl, Majari, Parisa, Seligman, Thomas H.
Format:	Preprint
Published:	2025
Subjects:	Statistical Finance Data Analysis, Statistics and Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2511.05463