搜索结果: 1-1 共查到“数量经济学 Financial Covariance Matrices”相关记录1条 . 查询时间(0.098 秒)
Universal Correlations and Power-Law Tails in Financial Covariance Matrices
Universal Correlations Power-Law Tails Financial Covariance Matrices
2010/11/1
Signatures of universality are detected by comparing individual eigenvalue distributions and level spacings from financial covariance matrices to random matrix predictions. A chopping procedure is dev...