Statistics, Information Modelling and Financial Mathematics Research Group, Department of Engineering & Mathematics, Sheffield Hallam University, Sheffield, UK
Statistics, Information Modelling and Financial Mathematics Research Group, Department of Engineering & Mathematics, Sheffield Hallam University, Sheffield, UK
Statistics, Information Modelling and Financial Mathematics Research Group, Department of Engineering & Mathematics, Sheffield Hallam University, Sheffield, UK
Copyright © 2017 Thomas Chinwe Urama, Patrick Oseloka Ezepue, Chimezie Peters Nnanwa et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Urama, T. , Ezepue, P. and Nnanwa, C. (2017) Analysis of Cross-Correlations in Emerging Markets Using Random Matrix Theory.
Journal of Mathematical Finance,
7, 291-307. doi:
10.4236/jmf.2017.72015.