Large dimension forecasting models and random singular value spectra: Topical issue on trends in econophysics

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Bibliographic Details
Published in:The European physical journal. B, Condensed matter physics Condensed matter physics, 2007, Vol.55 (2), p.201-207
Main Authors: BOUCHAUD, J.-P, LALOUX, L, MICELI, M. A, POTTERS, M
Format: Article
Language:English
Subjects:
Applied sciences
Economics
Exact sciences and technology
General aspects
Inference from stochastic processes
time series analysis
Mathematics
Probability and statistics
Sciences and techniques of general use
Statistics
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ISSN:1434-6028
1434-6036