APPLICATION OF THE RANDOM MATRIX THEORY ON THE CROSS-CORRELATION OF STOCK ‎PRICES

Subject Areas : International Journal of Mathematical Modelling & Computations

F. Sotoude Vanoliya ¹ (Department of Statistics, University of Mazandaran, Iran)
A. Pourdarvish Heydari ² (Department of Statistics, University of Mazandaran, Iran)

Received: 2016-07-13 Accepted : 2016-07-13 Published : 2016-07-01

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