Rudi Schäfer

Available identifiers

zbMath Open schafer.rudiMaRDI QIDQ1619501

List of research outcomes

Publication	Date of Publication	Type
Constructing analytically tractable ensembles of stochastic covariances with an application to financial data	2020-08-11	Paper
Stability and hierarchy of quasi-stationary states: financial markets as an example	2020-08-11	Paper
Dependence structure of market states	2020-08-11	Paper
Equilibrium pricing in an order book environment: case study for a spin model	2018-11-13	Paper
QUANTILE CORRELATIONS: UNCOVERING TEMPORAL DEPENDENCIES IN FINANCIAL TIME SERIES	2016-01-08	Paper
PORTFOLIO RETURN DISTRIBUTIONS: SAMPLE STATISTICS WITH STOCHASTIC CORRELATIONS	2015-05-11	Paper
Estimating correlation and covariance matrices by weighting of market similarity	2015-04-08	Paper
Emerging spectra of singular correlation matrices under small power-map deformations	2013-04-17	Paper
STATISTICAL CAUSES FOR THE EPPS EFFECT IN MICROSTRUCTURE NOISE	2012-03-13	Paper
Power mapping with dynamical adjustment for improved portfolio optimization	2010-03-11	Paper
Recovery of the fidelity amplitude for the Gaussian ensembles	2004-09-21	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Rudi Schäfer