most citedThe Wick theorem for non-Gaussian distributions and its application for noise filtering of correlated q-Exponentialy distributed random variables

5 citations · 8 across the 2 of their papers we have counts for

collaborators
Showing physics.soc-phShow all

1 paper · 1 filter

physics.soc-ph2007★ 3 cited

Study of the Correlations Between Stocks of Different Markets

Ricardo Coelho, Peter Richmond, Stefan Hutzler +1

We study correlations of a set of stocks selected from both the New York and London stock exchanges. Results are displayed using both Random Matrix Theory approach and the graphica…