ConceptioArchivearXiv (All)
arXiv (All)open access

Analysis of the Principal Components of Correlation Matrices of S&P 500 Financial Data from an Econophysics Perspective

Morales, Javier Gómez
arXiv (All) · Papers · License: Open Access
Open Source ↗Direct PDF ↓
statistical-mechanics
statistical finance, statistical mechanics, 62h25, 62p05, 91g70, 15b52, 62h30
This document is indexed with metadata only — full text is not available in the archive for this record. Open the official source ↗
Record · ID 793928
Retrieved via Conceptio — every document is proof-bundled with source, license, and retrieval metadata.