AN EMPIRICAL APPROACH TO FINANCIAL CRISIS INDICATORS BASED ON RANDOM MATRICES
Author:
Affiliation:
1. Stony Brook University, John S. Toll Drive, Stony Brook, NY 11794, USA
2. Centre d’Economie de la Sorbonne, 106 - 112 Boulevard de l’Hôpital, Paris 75013, France
Abstract
Publisher
World Scientific Pub Co Pte Lt
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.worldscientific.com/doi/pdf/10.1142/S021902491850022X
Reference18 articles.
1. Options can alter portfolio return distributions
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