Permutation invariant Gaussian matrix models for financial correlation matrices

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dc.article.end-page28en
dc.article.start-page1en
dc.citation.doi10.1016/J.PHYSA.2024.130015en
dc.contributor.authorGeorge Barnesen
dc.contributor.authorSanjaye Ramgoolamen
dc.contributor.authorMichael Stephanouen
dc.date.accessioned2024-10-30T09:13:16Z
dc.date.available2024-10-30T09:13:16Z
dc.facultyFACULTY OF SCIENCEen
dc.identifier.citationWOSen
dc.identifier.issn0378-4371en
dc.identifier.urihttps://hdl.handle.net/10539/42118
dc.journal.titlePermutation invariant Gaussian matrix models for financial correlation matricesen
dc.journal.volume651en
dc.publisherELSEVIER SCIENCE BVen
dc.titlePermutation invariant Gaussian matrix models for financial correlation matricesen
dc.typeJournal Articleen
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