Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case

Author： Burda Zdzisław   Jarosz Andrzej   Nowak Maciej A.   Jurkiewicz Jerzy   Papp Gábor   Zahed Ismail  

Publisher： Routledge Ltd

ISSN： 1469-7688

Source： Quantitative Finance, Vol.11, Iss.7, 2011-07, pp. : 1103-1124

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