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Finanzkrise
Random matrix theory
81
random matrix theory
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Lux, Thomas
3
Yanovski, Boyan
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Luu, Duc Thi
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1
Kornprobst, Antoine
1
Melkuev, David
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Sandoval Junior, Leonidas
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ECONIS (ZBW)
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1
Applications of
random-matrix
theory and nonparametric change-point analysis to three notable systemic crises
Melkuev, David
;
Guo, Danqiao
;
Wirjanto, Tony S.
- In:
Quantitative finance and economics
2
(
2018
)
2
,
pp. 413-467
Persistent link: https://www.econbiz.de/10012156682
Saved in:
2
An analysis of systematic risk in worldwide econonomic sentiment indices
Luu, Duc Thi
;
Yanovski, Boyan
;
Lux, Thomas
-
2018
-
Ver. January 2, 2018
tools of
Random
Matrix
Theory (RMT) and Principal Component Analysis (PCA), our paper aims to extract latent information …
Persistent link: https://www.econbiz.de/10011790790
Saved in:
3
An analysis of systemic risk in worldwide economic sentiment indices
Lux, Thomas
;
Luu, Duc Thi
;
Yanovski, Boyan
- In:
Empirica : journal of european economics
47
(
2020
)
4
,
pp. 909-928
Persistent link: https://www.econbiz.de/10012309392
Saved in:
4
An analysis of systemic risk in worldwide economic sentiment indices
Thi, Luu Duc
;
Yanovski, Boyan
;
Lux, Thomas
- In:
Essays on real-financial interactions and on the …
,
(pp. 174-200)
.
2019
Persistent link: https://www.econbiz.de/10012035449
Saved in:
5
Winning investment strategies based on financial crisis indicators
Kornprobst, Antoine
- In:
The journal of investment strategies
7
(
2018
)
4
,
pp. 27-49
Persistent link: https://www.econbiz.de/10012001990
Saved in:
6
Correlation and network structure of international financial markets in times of crisis
Sandoval Junior, Leonidas
- In:
Emerging markets and the global economy
,
(pp. 795-810)
.
2014
Persistent link: https://www.econbiz.de/10010434608
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