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- Andrzej T. Goerlich

e-mail:
phone: +48-12-6351976
fax:
web:
interest(s):

Affiliation:

Jagiellonian University, Institute of Physics

address: Reymonta 4, Kraków, 30-059, Poland
phone: +48-12-6324888
fax: +48-12-6337086
web: http://www.if.uj.edu.pl

Participant:

2 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

began: 2006-04-21
ended: 2006-04-22
Presented:
2 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
Empirical Covariance Matrix with Heavy Tails in Quantitative Finance

Publications:
  1. Empirical Covariance Matrix with Heavy Tails in Quantitative Finance



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