Hieu T. Nguyen, Phuong N. U. Tran, Quang Nguyen. An Analysis of Eigenvectors of a Stock Market Cross-Correlation Matrix. In Ly Hoang Anh, Le Si Dong, Vladik Kreinovich, Nguyen Ngoc Thach, editors, Econometrics for Financial Applications, ECONVN 2018, International Econometric Conference of Vietnam, Ho Chi Minh, Vietnam, 15-16 January, 2018. Volume 760 of Studies in Computational Intelligence, pages 504-513, Springer, 2018. [doi]
Abstract is missing.