July 01, 2000 article RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS International Journal of Theoretical and Applied Finance DOI: 10.1142/s0219024900000255 OpenAlex Authors 0 Author list not loaded yet. Cited by 3 stored of 434 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Learning Interactions between Rydberg Atoms 2025 PRX Quantum article Physics and Astronomy Quantum many-body systems Open access 3 citations Mesoscopic structure of the stock market and portfolio optimization 2024 Journal of Economic Interaction and Coordination article Economics, Econometrics and Finance Complex Systems and Time Series Analysis Open access 3 citations Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models 2020 Scandinavian Journal of Statistics article Mathematics Random Matrices and Applications Open access 9 citations 3 results References 0