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Artigo de periodico
Non-stationary correlation matrices and noise (2007)
Martins, Andre Cavalcanti Rocha
Source: Physica A : statistical mechanics and its applications. Unidade: EACH
Assunto: ANÁLISE DE REGRESSÃO E DE CORRELAÇÃO
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
MARTINS, Andre Cavalcanti Rocha. Non-stationary correlation matrices and noise. Physica A : statistical mechanics and its applications, v. 379, n. ju 2007, p. 552-558, 2007Tradução . . Disponível em: https://doi.org/10.1016/j.physa.2006.12.020. Acesso em: 12 jul. 2024.
APA
Martins, A. C. R. (2007). Non-stationary correlation matrices and noise. Physica A : statistical mechanics and its applications, 379( ju 2007), 552-558. doi:10.1016/j.physa.2006.12.020
NLM
Martins ACR. Non-stationary correlation matrices and noise [Internet]. Physica A : statistical mechanics and its applications. 2007 ; 379( ju 2007): 552-558.[citado 2024 jul. 12 ] Available from: https://doi.org/10.1016/j.physa.2006.12.020
Vancouver
Martins ACR. Non-stationary correlation matrices and noise [Internet]. Physica A : statistical mechanics and its applications. 2007 ; 379( ju 2007): 552-558.[citado 2024 jul. 12 ] Available from: https://doi.org/10.1016/j.physa.2006.12.020
Artigo de periodico
Random, but not so much a parameterization for the returns and correlation matrix of financial time series (2007)
Martins, Andre Cavalcanti Rocha
Source: Physica A : statistical mechanics and its applications. Unidade: EACH
Assunto: ANÁLISE DE SÉRIES TEMPORAIS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
MARTINS, Andre Cavalcanti Rocha. Random, but not so much a parameterization for the returns and correlation matrix of financial time series. Physica A : statistical mechanics and its applications, v. 383, n. 2, p. 527-532, 2007Tradução . . Disponível em: https://doi.org/10.1016/j.physa.2007.02.108. Acesso em: 12 jul. 2024.
APA
Martins, A. C. R. (2007). Random, but not so much a parameterization for the returns and correlation matrix of financial time series. Physica A : statistical mechanics and its applications, 383( 2), 527-532. doi:10.1016/j.physa.2007.02.108
NLM
Martins ACR. Random, but not so much a parameterization for the returns and correlation matrix of financial time series [Internet]. Physica A : statistical mechanics and its applications. 2007 ; 383( 2): 527-532.[citado 2024 jul. 12 ] Available from: https://doi.org/10.1016/j.physa.2007.02.108
Vancouver
Martins ACR. Random, but not so much a parameterization for the returns and correlation matrix of financial time series [Internet]. Physica A : statistical mechanics and its applications. 2007 ; 383( 2): 527-532.[citado 2024 jul. 12 ] Available from: https://doi.org/10.1016/j.physa.2007.02.108
Trabalho de evento
A model for the bulky eigenvalues of the correlation matrix of financial assets (2007)
Martins, Andre Cavalcanti Rocha
Source: Proceedings. Conference titles: Brazilian Conference on Statistical Modelling in Insurance and Finance. Unidade: EACH
Subjects: ESTATÍSTICA, FINANÇAS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
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 jul. 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 jul. 12 ]
Vancouver
Martins ACR. A model for the bulky eigenvalues of the correlation matrix of financial assets. Proceedings. 2007 ;[citado 2024 jul. 12 ]

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