TUMMINELLO M, LILLO F, MANTEGNA R N (2007). Spectral properties of correlation matrices for some hierarchically nested factor models. In COMPLEXITY, METASTABILITY, AND NONEXTENSIVITY-CTNEXT 07 (pp.300-307). MELVILLE, NEW YORK : AMERICAN INSTITUTE OF PHYSICS [10.1063/1.2828748].

Spectral properties of correlation matrices for some hierarchically nested factor models

TUMMINELLO, Michele;LILLO, Fabrizio;MANTEGNA, Rosario Nunzio
2007-01-01

INTERNATIONAL CONFERENCE ON COMPLEXITY, METASTABILITY, AND NONEXTENSIVITY
Catania, Italy
1-5 July 2007
TUMMINELLO M, LILLO F, MANTEGNA R N (2007). Spectral properties of correlation matrices for some hierarchically nested factor models. In COMPLEXITY, METASTABILITY, AND NONEXTENSIVITY-CTNEXT 07 (pp.300-307). MELVILLE, NEW YORK : AMERICAN INSTITUTE OF PHYSICS [10.1063/1.2828748].
Proceedings (atti dei congressi)
TUMMINELLO M; LILLO F; MANTEGNA R N
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10447/7794
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