Hidden noise structure and random matrix models of stock correlations

Author： Dimov Ivailo I.   Kolm Petter N.   Maclin Lee   Shiber Dan Y. C.  

Publisher： Routledge Ltd

ISSN： 1469-7688

Source： Quantitative Finance, Vol.12, Iss.4, 2012-04, pp. : 567-572

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Term structure of return correlations and international diversification: evidence from European stock markets

By Pan Ming-Shiun   Liu Y. Angela   Roth Herbert J.  

The European Journal of Finance, Vol. 7, Iss. 2, 2001-06 ,pp. : 144-164

Routledge Ltd

Access to resources Recommend Favorite

Comovements and correlations in international stock markets

By D'Ecclesia Rita   Costantini Mauro  

The European Journal of Finance, Vol. 12, Iss. 6-7, 2006-10 ,pp. : 567-582

Routledge Ltd

Access to resources Recommend Favorite

Non-random topology of stock markets

By Vandewalle N.   Brisbois F.   Tordoir X.  

Quantitative Finance, Vol. 1, Iss. 3, 2001-03 ,pp. : 372-374

Routledge Ltd

Access to resources Recommend Favorite

Models for stock returns

By Nadarajah Saralees  

Quantitative Finance, Vol. 12, Iss. 3, 2012-03 ,pp. : 411-424

Routledge Ltd

Access to resources Recommend Favorite

Noise Trading and Illusory Correlations in US Equity Markets

By Bender Jennifer C.   Osler carol L.   Simon David  

Review of Finance, Vol. 17, Iss. 2, 2013-04 ,pp. : 625-652

Oxford University Press

Access to resources Recommend Favorite