
Quantitative Finance and Economics, 2018, 2(2): 413467. doi: 10.3934/QFE.2018.2.413
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Applications of randommatrix theory and nonparametric changepoint analysis to three notable systemic crises
^{1} Canada Pension Plan Investment BoardOne Queen Street East, Suite 2500, Toronto, ON M5C 2W5, Canada
^{2} Department of Statistics & Actuarial Science, University of Waterloo, 200 University Avenue West, Waterloo, ON N2L 3G1, Canada
^{3} School of Accounting & Finance, University of Waterloo, 200 University Avenue West, Waterloo, ON N2L 3G1, Canada
Received: , Accepted: , Published:
Special Issues: Systemic Risk Measurement
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