rmt_statistical_tests
Science Score: 31.0%
This score indicates how likely this project is to be science-related based on various indicators:
-
✓CITATION.cff file
Found CITATION.cff file -
○codemeta.json file
-
○.zenodo.json file
-
✓DOI references
Found 2 DOI reference(s) in README -
○Academic publication links
-
○Academic email domains
-
○Institutional organization owner
-
○JOSS paper metadata
-
○Scientific vocabulary similarity
Low similarity (1.9%) to scientific vocabulary
Last synced: 10 months ago
·
JSON representation
·
Repository
Basic Info
- Host: GitHub
- Owner: agarciam
- Language: Python
- Default Branch: main
- Size: 497 KB
Statistics
- Stars: 0
- Watchers: 2
- Forks: 0
- Open Issues: 0
- Releases: 0
Created over 3 years ago
· Last pushed about 2 years ago
Metadata Files
Readme
Citation
README.md
"Market Beta is not dead: an approach from Random Matrix Theory"
Source code
See https://doi.org/10.1016/j.frl.2023.103816
Please cite as:
Molero-Gonzalez, L., Trinidad-Segovia, J. E., Sánchez-Granero, M. A., & García-Medina, A. (2023). Market Beta is not dead: An approach from Random Matrix Theory. Finance Research Letters, 103816.
Owner
- Name: Andres
- Login: agarciam
- Kind: user
- Location: Monterrey
- Company: CIMAT-MTY
- Repositories: 2
- Profile: https://github.com/agarciam
Citation (CITATION.bib)
@article{molero2023market,
title={Market Beta is not dead: An approach from Random Matrix Theory},
author={Molero-Gonzalez, L and Trinidad-Segovia, JE and S{\'a}nchez-Granero, MA and Garc{\'\i}a-Medina, A},
journal={Finance Research Letters},
pages={103816},
year={2023},
publisher={Elsevier}
}