By using random matrix theory we find that the distribution of eigenvalues of correlation matrix of relative return also follows a power-law.

利用随机矩阵理论我们发现相对收益的关联矩阵的特征值分布也具有幂律的特征。

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By using random matrix theory we find that the distribution of eigenvalues of correlation matrix of relative return also follows a power-law.

利用随机矩阵理论我们发现相对收益的关联矩阵的特征值分布也具有幂律的特征。

youdao