Studying the correlation between stocks traded in markets of different countries, we show that the random matrix theory approach is able to separate stocks ...

Studying the correlation between stocks traded in markets of different countries, we show that the random matrix theory approach is able to separate stocks ...

Oct 2, 2007 · Studying the correlation between stocks traded in markets of different countries we show that the Random Matrix Theory approach is able to ...

Studying the correlation between stocks traded in markets of different countries, we show that the random matrix theory approach is able to separate stocks ...

Nov 25, 2009 · We show that the random matrix theory approach is able to separate stocks according to their geographical location, provided that they are not strongly ...

We studied different sets of data. ▻ Different World Indices. ▻ Equity markets of 53 different countries. ▻ Wednesday closing price (weekly returns).

Studying the correlation between stocks traded in markets of different countries, we show that the random matrix theory approach is able to separate stocks ...

Title: A RANDOM-MATRIX-THEORY-BASED ANALYSIS OF STOCKS OF MARKETS FROM DIFFERENT COUNTRIES. ; Language: English ; Authors: COELHO, RICARDO1 [email protected]

Aug 19, 2024 · Studying the correlation between stocks traded in markets of different countries, we show that the random matrix theory approach is able to ...

Studying the correlation between stocks traded in markets of different countries, we show that the random matrix theory approach is able to separate stocks ...