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About this Physics and Astronomy article
Spectral density of the correlation matrix of factor models: A random matrix theory approach by Lillo, F.; Mantegna, R. N. is a Physics and Astronomy article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Physics and Astronomy.
- Author
- Lillo, F.; Mantegna, R. N.
- Publisher
- The American Physical Society; American Physical Society; American Physical Society (APS) (ISSN 1063-651X)
- Published
- 2005
- Language
- EN
- Field
- Physics and Astronomy (Physical Sciences)