Spectral properties of correlation matrices for some hierarchically nested factor models

Fabrizio Lillo, Michele Tumminello, Rosario Nunzio Mantegna, Fabrizio Lillo, Rosario N. Mantegna, Michele Tumminello

Research output: Contribution to conferenceOther

2 Citations (Scopus)
Original languageEnglish
Pages300-307
Publication statusPublished - 2007

All Science Journal Classification (ASJC) codes

  • General Physics and Astronomy

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