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  Cleaning large correlation matrices: Tools from Random Matrix Theory
 
 
Title: Cleaning large correlation matrices: Tools from Random Matrix Theory
Author: Bun, Joël
Bouchaud, Jean-Philippe
Potters, Marc
Appeared in: Physics reports
Paging: Volume 666 (2017) nr. C pages 109 p.
Year: 2017
Contents:
Publisher: The Authors
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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