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Analyzing financial correlation matrix based on the eigenve..:
Nie, Chun-Xiao
Physica A: Statistical Mechanics and its Applications. 567 (2021) - p. 125713 , 2021
Link:
https://doi.org/10.1016/j.physa.2020.125713
RT Journal T1 <Title>Analyzing financial correlation matrix based on the eigenvector–eigenvalue identity</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.physa.2020.125713&Exemplar=1&LAN=DE A1 Nie, Chun-Xiao PB Elsevier BV YR 2021 SN 0378-4371 JF Physica A: Statistical Mechanics and its Applications VO 567 SP 125713 LK http://dx.doi.org/https://doi.org/10.1016/j.physa.2020.125713 DO https://doi.org/10.1016/j.physa.2020.125713 SF ELIB - SuUB Bremen
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