Rudi Schäfer
Rudi Schäfer
Privatdozent für Physik, Universität Duisburg-Essen
Geverifieerd e-mailadres voor uni-due.de - Homepage
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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
1572012
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
622005
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
582005
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
572010
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
522013
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
522013
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
502003
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
412007
Recovery of the fidelity amplitude for the Gaussian ensembles
HJ Stöckmann, R Schäfer
New Journal of Physics 6 (1), 199, 2004
402004
Fidelity recovery in chaotic systems and the Debye-Waller factor
HJ Stöckmann, R Schäfer
Physical review letters 94 (24), 244101, 2005
332005
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
302010
Power mapping with dynamical adjustment for improved portfolio optimization
R Schäfer, NF Nilsson, T Guhr
Quantitative Finance 10 (1), 107-119, 2010
292010
A random matrix approach to credit risk
MC Münnix, R Schäfer, T Guhr
PloS one 9 (5), e98030, 2014
272014
Microscopic understanding of heavy-tailed return distributions in an agent-based model
TA Schmitt, R Schäfer, MC Münnix, T Guhr
EPL (Europhysics Letters) 100 (3), 38005, 2012
222012
Directed emission from a dielectric microwave billiard with quadrupolar shape
R Schäfer, U Kuhl, HJ Stöckmann
New Journal of Physics 8 (3), 46, 2006
222006
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
202010
Cross-response in correlated financial markets: individual stocks
S Wang, R Schäfer, T Guhr
The European Physical Journal B 89 (4), 1-16, 2016
182016
Estimating correlation and covariance matrices by weighting of market similarity
MC Münnix, R Schäfer, O Grothe
Quantitative Finance 14 (5), 931-939, 2014
172014
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
172014
Average cross-responses in correlated financial markets
S Wang, R Schäfer, T Guhr
The European Physical Journal B 89 (9), 1-13, 2016
162016
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