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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AN EMPIRICAL APPROACH TO FINANCIAL CRISIS INDICATORS BASED ON RANDOM MATRICES
scientific article; zbMATH DE number 6882230

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    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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