RMT Assessments of the Market Latent Information Embedded in the Stocks' Raw, Normalized, and Partial Correlations

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Dror Y. Kenett; Yoash Shapira; Eshel Ben-Jacob;
(2009)

We present here assessment of the latent market information embedded in the raw, affinity (normalized), and partial correlations. We compared the Zipf plot, spectrum, and distributio... View more
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