Co-movements among financial stocks and covariance matrix analysis

Doctoral thesis English OPEN
Sharifi, Saba (2003)
  • Publisher: Dublin City University. School of Computing
  • Subject: Mathematics | Financial markets; Mathematical models; Random matrices

The major theories of finance leading into the main body of this research are discussed and our experiments on studying the risk and co-movements among stocks are presented. This study leads to the application of Random Matrix Theory (RMT) The idea of this theory re... View more
Share - Bookmark