Spectral properties of correlation matrices for some hierarchically nested factor models

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

Risultato della ricerca: Other

All Science Journal Classification (ASJC) codes

@conference{0f80438bdeda4ca3a795642a0aea8d62,

title = "Spectral properties of correlation matrices for some hierarchically nested factor models",

author = "Mantegna, {Rosario Nunzio} and Fabrizio Lillo and Michele Tumminello and Fabrizio Lillo and Mantegna, {Rosario N.} and Michele Tumminello",

year = "2007",

language = "English",

pages = "300--307",

}