Open AccessApplications of random-matrix theory and nonparametric change-point analysis to three notable systemic crises
Author(s) -
David Melkuev,
Danqiao Guo,
Tony S. Wirjanto
Publication year - 2018
Publication title -
quantitative finance and economics
Language(s) - English
Resource type - Journals
ISSN - 2573-0134
DOI - 10.3934/qfe.2018.2.413
Subject(s) - nonparametric statistics , econometrics , divergence (linguistics) , asset (computer security) , random matrix , mathematics , eigenvalues and eigenvectors , parametric statistics , aggregate (composite) , nonlinear system , economics , statistics , physics , computer science , quantum mechanics , composite material , philosophy , linguistics , computer security , materials science
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