Localization in covariance matrices of coupled heterogenous Ornstein-Uhlenbeck processes.

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Localization in covariance matrices of coupled heterogenous Ornstein-Uhlenbeck processes.

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Localization in covariance matrices of coupled heterogenous Ornstein-Uhlenbeck processes.

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Localization in covariance matrices of coupled heterogenous Ornstein-Uhlenbeck processes.

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Localization in covariance matrices of coupled heterogenous Ornstein-Uhlenbeck processes.

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P1476

Localization in covariance matrices of coupled heterogenous Ornstein-Uhlenbeck processes.

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P2093

Paolo Barucca

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P2860

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Time-lag cross-correlations in collective phenomena

Random matrix theory analysis of cross correlations in financial markets

P304

062129

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P31

scholarly article

P356

10.1103/PHYSREVE.90.062129

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P407

English

P433

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P478

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P577

2014-12-19T00:00:00Z

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P698

25615066

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P818

1407.2031

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