Articles with public access mandates - Rudi SchäferLearn more
Not available anywhere: 1
Power mapping with dynamical adjustment for improved portfolio optimization
R Schäfer, NF Nilsson, T Guhr
Quantitative Finance 10 (1), 107-119, 2010
Mandates: German Research Foundation, Swedish Research Council
Available somewhere: 9
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
Mandates: German Research Foundation
Estimating correlation and covariance matrices by weighting of market similarity
MC Münnix, R Schäfer, O Grothe
Quantitative Finance 14 (5), 931-939, 2014
Mandates: German Research Foundation
Directed emission from a dielectric microwave billiard with quadrupolar shape
R Schäfer, U Kuhl, HJ Stöckmann
New Journal of Physics 8 (3), 46, 2006
Mandates: German Research Foundation
Spatial dependence in stock returns: local normalization and VaR forecasts
TA Schmitt, R Schäfer, D Wied, T Guhr
Empirical Economics 50, 1091-1109, 2016
Mandates: German Research Foundation
Economic and political effects on currency clustering dynamics
M Kremer, AP Becker, I Vodenska, HE Stanley, R Schäfer
Quantitative Finance 19 (5), 705-716, 2019
Mandates: US National Science Foundation
Verification of generic fidelity recovery in a dynamical system
C Pineda, R Schäfer, T Prosen, T Seligman
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 73 (6 …, 2006
Mandates: German Research Foundation
Quantile correlations: Uncovering temporal dependencies in financial time series
TA Schmitt, R Schäfer, H Dette, T Guhr
International Journal of Theoretical and Applied Finance 18 (07), 1550044, 2015
Mandates: German Research Foundation
Compounding approach for univariate time series with nonstationary variances
R Schäfer, S Barkhofen, T Guhr, HJ Stöckmann, U Kuhl
Physical Review E 92 (6), 062901, 2015
Mandates: German Research Foundation
Spatial dependence in stock returns-Local normalization and VaR forecasts
T Guhr
Deutsche Nationalbibliothek, 2013
Mandates: German Research Foundation
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