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Market Correlation Structure Changes Around the Great Crash: A Random Matrix Theory Analysis of the Chinese Stock Market
- Publication Year :
- 2022
- Publisher :
- WORLD SCIENTIFIC, 2022.
Details
- Database :
- OpenAIRE
- Accession number :
- edsair.doi...........0520be7e7532a57a128291d0ca55461e
- Full Text :
- https://doi.org/10.1142/9789811252143_0053