A model for the bulky eigenvalues of the correlation matrix of financial assets (2007)
Source: Proceedings. Conference titles: Brazilian Conference on Statistical Modelling in Insurance and Finance. Unidade: EACH
Subjects: ESTATÍSTICA, FINANÇAS
ABNT
MARTINS, Andre Cavalcanti Rocha. A model for the bulky eigenvalues of the correlation matrix of financial assets. 2007, Anais.. Maresias: Escola de Artes, Ciências e Humanidades, Universidade de São Paulo, 2007. . Acesso em: 12 jun. 2024.APA
Martins, A. C. R. (2007). A model for the bulky eigenvalues of the correlation matrix of financial assets. In Proceedings. Maresias: Escola de Artes, Ciências e Humanidades, Universidade de São Paulo.NLM
Martins ACR. A model for the bulky eigenvalues of the correlation matrix of financial assets. Proceedings. 2007 ;[citado 2024 jun. 12 ]Vancouver
Martins ACR. A model for the bulky eigenvalues of the correlation matrix of financial assets. Proceedings. 2007 ;[citado 2024 jun. 12 ]