1 research outputs found
Applications of random-matrix theory and nonparametric change-point analysis to three notable systemic crises
- Author
- Anderson TW
- Andersson E Bock D, Fris´en M
- Andrews DWK Lee I, Ploberger W
- Ang A Chen J
- Biely C Thurner S
- Billio M Getmansky M, Lo AW, et al.
- Bouchaud JP Potters M
- Chen J Gupta AK
- Chordia T Swaminathan B
- Cizeau P Potters M, Bouchaud JP
- Conlon T Ruskin HJ, Crane M
- Constantine AG
- Daniel K Moskowitz T
- Davis RA Pfa_el O, Stelzer R
- Dimson E
- Dro˙zd˙z S Grumer F, Ruf F, et al.
- Edelman A Rao NR
- Geman S
- Gopikrishnan P Rosenov B, Plerou V, et al.
- Granger CWJ
- Jin B Wang C, Miao B, et al.
- Jobst AA
- Kritzman M Li Y, Page S, et al.
- Kwiatkowski D Phillips P, Schmidt P, et al.
- Laloux L Cizeau P, Bouchaud JP
- Laloux L Cizeau P, Potters M, et al.
- Lequeux P Menon M
- Liu H Aue A, Debashis P
- Liu S Yamada M, Collier N, et al.
- Marˇcenko VA Pastur LA
- Moustakides GV
- Newey WK West KD
- Page ES
- Petterson M
- Petzold M Sonesson C, Bergman E, et al.
- Phillips P Perron P
- Plerou V Gopikrishnan P, Rosenow B, et al.
- Pukthuanthong K Berger D
- Pukthuanthong K Roll R
- Silverstein JW
- Silverstein JW
- Solnik B Boucrelle C, Le Fu Y
- Tartakovsky AG Rozovskii BL, Blazek RB, et al.
- Tracy CA Widom H
- White H
- Wigner EP
- Publication venue
- 'American Institute of Mathematical Sciences (AIMS)'
- Publication date
- 01/01/2018
- Field of study