Brunel University Research Archive(BURA) preserves and enables easy and open access to all
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Browsing by Subject Financial covariance matrices
Showing results 1 to 2 of 2
| Issue Date | Title | Author(s) |
|---|---|---|
| 2008 | Power-law deformation of wishart-laguerre ensembles of random matrices | Akemann, G; Vivo, P |
| 2010 | Universal correlations and power-law tails in financial covariance matrices | Akemann, G; Fischmann, J; Vivo, P |