(Q27346896)

English

Random matrix approach to cross correlations in financial data

scientific article

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Random matrix approach to cross correlations in financial data (English)
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Vasiliki Plerou
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Parameswaran Gopikrishnan
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Bernd Rosenow
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Luís A. Nunes Amaral
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Thomas Guhr
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27 June 2002
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June 2002
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65
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066126
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6
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