Bun, J., Bouchaud, J., & Potters, M. (2017). Cleaning large correlation matrices: Tools from Random Matrix Theory. Physics reports, 666, 1-109. https://doi.org/10.1016/j.physrep.2016.10.005
Chicago Style (17th ed.) CitationBun, Joël, Jean-Philippe Bouchaud, and Marc Potters. "Cleaning Large Correlation Matrices: Tools from Random Matrix Theory." Physics Reports 666 (2017): 1-109. https://doi.org/10.1016/j.physrep.2016.10.005.
MLA (9th ed.) CitationBun, Joël, et al. "Cleaning Large Correlation Matrices: Tools from Random Matrix Theory." Physics Reports, vol. 666, 2017, pp. 1-109, https://doi.org/10.1016/j.physrep.2016.10.005.
Warning: These citations may not always be 100% accurate.