Random matrix theory and financial correlations

Laurent Laloux, Pierre Cizeau, Jean-Philippe Bouchaud and Marc Potters (marc.potters@science-finance.fr)
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Laurent Laloux: Science & Finance, Capital Fund Management
Pierre Cizeau: Science & Finance, Capital Fund Management
Jean-Philippe Bouchaud: Science & Finance, Capital Fund Management

No 500053, Science & Finance (CFM) working paper archive from Science & Finance, Capital Fund Management

JEL-codes: G10 (search for similar items in EconPapers)
Date: 1999-01
New Economics Papers: this item is included in nep-cfn, nep-fin and nep-rmg
References: View complete reference list from CitEc
Citations: View citations in EconPapers (13)

Forthcoming in the proceedings of the 1999 Dublin conference, published by World Scientific I.J.T.A.F

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Persistent link: https://EconPapers.repec.org/RePEc:sfi:sfiwpa:500053

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