An empirical approach to financial crisis indicators based on random matrices (Q4565074)
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scientific article; zbMATH DE number 6882230
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| English | An empirical approach to financial crisis indicators based on random matrices |
scientific article; zbMATH DE number 6882230 |
Statements
AN EMPIRICAL APPROACH TO FINANCIAL CRISIS INDICATORS BASED ON RANDOM MATRICES (English)
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7 June 2018
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quantitative finance
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simulation methods
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forecasting
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financial crises
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0.7880365252494812
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0.7555968165397644
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0.7480834722518921
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0.7444359660148621
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0.7300010919570923
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