Rudi Schäfer
Titolo
Citata da
Citata da
Anno
Identifying states of a financial market
MC Münnix, T Shimada, R Schäfer, F Leyvraz, TH Seligman, T Guhr, ...
Scientific reports 2 (1), 1-6, 2012
1812012
Impact of the tick-size on financial returns and correlations
MC Münnix, R Schäfer, T Guhr
Physica A: Statistical Mechanics and its Applications 389 (21), 4828-4843, 2010
632010
Experimental verification of fidelity decay: from perturbative to Fermi golden rule regime
R Schäfer, HJ Stöckmann, T Gorin, TH Seligman
Physical review letters 95 (18), 184102, 2005
632005
Non-stationarity in financial time series: Generic features and tail behavior
TA Schmitt, D Chetalova, R Schäfer, T Guhr
EPL (Europhysics Letters) 103 (5), 58003, 2013
612013
Non-stationarity in financial time series: Generic features and tail behavior
TA Schmitt, D Chetalova, R Schäfer, T Guhr
EPL (Europhysics Letters) 103 (5), 58003, 2013
612013
Fidelity amplitude of the scattering matrix in microwave cavities
R Schäfer, T Gorin, TH Seligman, HJ Stöckmann
New Journal of Physics 7 (1), 152, 2005
592005
Correlation functions of scattering matrix elements in microwave cavities with strong absorption
R Schäfer, T Gorin, TH Seligman, HJ Stöckmann
Journal of Physics A: Mathematical and General 36 (12), 3289, 2003
522003
Credit risk—A structural model with jumps and correlations
R Schäfer, M Sjölin, A Sundin, M Wolanski, T Guhr
Physica A: Statistical Mechanics and its Applications 383 (2), 533-569, 2007
422007
Recovery of the fidelity amplitude for the Gaussian ensembles
HJ Stöckmann, R Schäfer
New Journal of Physics 6 (1), 199, 2004
422004
Local normalization: Uncovering correlations in non-stationary financial time series
R Schäfer, T Guhr
Physica A: Statistical Mechanics and its Applications 389 (18), 3856-3865, 2010
352010
Fidelity recovery in chaotic systems and the Debye-Waller factor
HJ Stöckmann, R Schäfer
Physical review letters 94 (24), 244101, 2005
352005
Power mapping with dynamical adjustment for improved portfolio optimization
R Schäfer, NF Nilsson, T Guhr
Quantitative Finance 10 (1), 107-119, 2010
342010
A random matrix approach to credit risk
MC Münnix, R Schäfer, T Guhr
PLoS One 9 (5), e98030, 2014
302014
Cross-response in correlated financial markets: individual stocks
S Wang, R Schäfer, T Guhr
The European Physical Journal B 89 (4), 1-16, 2016
252016
Compensating asynchrony effects in the calculation of financial correlations
MC Münnix, R Schäfer, T Guhr
Physica A: Statistical Mechanics and its Applications 389 (4), 767-779, 2010
242010
Directed emission from a dielectric microwave billiard with quadrupolar shape
R Schäfer, U Kuhl, HJ Stöckmann
New Journal of Physics 8 (3), 46, 2006
242006
Average cross-responses in correlated financial markets
S Wang, R Schäfer, T Guhr
The European Physical Journal B 89 (9), 1-13, 2016
222016
Estimating correlation and covariance matrices by weighting of market similarity
MC Münnix, R Schäfer, O Grothe
Quantitative Finance 14 (5), 931-939, 2014
212014
Zooming into market states
D Chetalova, R Schäfer, T Guhr
Journal of Statistical Mechanics: Theory and Experiment 2015 (1), P01029, 2015
192015
Credit risk and the instability of the financial system: An ensemble approach
TA Schmitt, D Chetalova, R Schäfer, T Guhr
EPL (Europhysics Letters) 105 (3), 38004, 2014
192014
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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