EPJ

Large dimension forecasting models and random singular value spectra

J.-P. Bouchaud, L. Laloux, M. A. Miceli and M. Potters

Eur. Phys. J. B, 55 2 (2007) 201-207

Published online: 30 May 2006

DOI: 10.1140/epjb/e2006-00204-0

J.-P. Bouchaud

L. Laloux

M. A. Miceli

M. Potters

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