References

This folder holds the following references to publications, sorted by year and author.

There are 16 references in this bibliography folder.

Martins, A (2007).
Random, but not so Much a Parameterization for the Returns and Correlation Matrix of Financial Time Series
Physica A, 383:527-532.

Bordo, M and Helbling, T (2003).
Have National Business Cycles Become More Synchronized?
National Bureau of Economic Research, NBER Working Papers(10130).

Ormerod, P and Mounfield, C (2002).
The Convergence of European Business Cycles, 1978–2000
Physica A, 307:494-504.

Bouchaud, J and Potters, M (2000).
Theory of Financial Risks – From Statistical Physics to Risk Management
Cambridge University Press, Cambridge.

Mantegna, R and Stanley, H (2000).
An Introduction to Econophysics
Cambridge University Press, Cambridge.

Ormerod P and Mounfield, C (2000).
Random Matrix Theory and the Failure of Macroeconomic Forecasting.
Physica A, 280:497-504.

Plerou, V, Gopikrishnan, P, Rosenow, B, Amaral, L, and Stanley, H (2000).
A Random Matrix Theory Approach to Financial Cross-Correlations
Physica A, 287:374-382.

Laloux, L, Cizeau, P, Bouchaud, J, and Potters, M (1999).
Noise Dressing of Financial Correlation Matrices
Phys. Rev. Lett, 83(7):1467-1470.

Mantegna, R (1998).
Hierarchical Structure in Financial Markets
arXiv.org, Quantitative Finance Papers(cond-mat/9802256).

Maddison, A (1995).
Monitoring the World Economy 1820–1992
OECD, Paris.

Mehta, M (1991).
Random Matrices
Academic Press, New York.

Kaufman, L and Rousseeuw, P (1990).
Finding Groups in Data: An Introduction to Cluster Analysis
Wiley, New York.

Sharpe, W (1964).
Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk
Journal of Finance, 19(3):425-442.

Markowitz, H (1952).
Portfolio Selection
Journal of Finance, 7(1):77-91.

No names specified ().

PhD thesis.

No names specified ().

PhD thesis.