Research Article

RMT Assessments of the Market Latent Information Embedded in the Stocks' Raw, Normalized, and Partial Correlations

Table 1

Value of , and for the random matrices created for the S&P, DJIA, and TA datasets.


S&P4.94380.30282.1018
DJIA77.03330.78511.2409
TA86.92310.79701.2260