[1]
|
An eigenvalue distribution derived ‘Stability Measure’ for evaluating Minimum Variance portfolios
Quantitative Finance,
2023
DOI:10.1080/14697688.2022.2149420
|
|
|
[2]
|
Research on Chinese Stock Market during COVID-19—Based on Random Matrix Theory
Complexity,
2023
DOI:10.1155/2023/5404229
|
|
|
[3]
|
Looking into the Market Behaviors through the Lens of Correlations and Eigenvalues: An Investigation on the Chinese and US Markets Using RMT
Entropy,
2023
DOI:10.3390/e25101460
|
|
|
[4]
|
ICTERI 2021 Workshops
Communications in Computer and Information Science,
2022
DOI:10.1007/978-3-031-14841-5_12
|
|
|
[5]
|
An eigenvalue distribution derived ‘Stability Measure’ for evaluating Minimum Variance portfolios
Quantitative Finance,
2022
DOI:10.1080/14697688.2022.2149420
|
|
|
[6]
|
Testing for causality-in-mean and in-variance among the U.S., China, and some Africa capital markets: A CCF approach
Journal of Economics and Management,
2021
DOI:10.22367/jem.2021.43.07
|
|
|
[7]
|
2020
DOI:10.31812/123456789/3681
|
|
|
[8]
|
Information and Communication Technologies in Education, Research, and Industrial Applications
Communications in Computer and Information Science,
2019
DOI:10.1007/978-3-030-13929-2_14
|
|
|
[9]
|
On a spiked model for large volatility matrix estimation from noisy high-frequency data
Computational Statistics & Data Analysis,
2019
DOI:10.1016/j.csda.2018.06.004
|
|
|
[10]
|
2018
DOI:10.31812/0564/2464
|
|
|