Anton J. Heckens

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Multivariate distributions in non-stationary complex systems. I: A random matrix model and formulae for data analysis Journal of Statistical Mechanics: Theory and Experiment	2026-06-24	Paper
Multivariate distributions in non-stationary complex systems. II: Empirical results for correlated stock markets Journal of Statistical Mechanics: Theory and Experiment	2026-06-24	Paper
New collectivity measures for financial covariances and correlations Physica A	2022-09-06	Paper
A new attempt to identify long-term precursors for endogenous financial crises in the market correlation structures Journal of Statistical Mechanics: Theory and Experiment	2022-05-23	Paper
Uncovering the dynamics of correlation structures relative to the collective market motion Journal of Statistical Mechanics: Theory and Experiment	2021-04-01	Paper

Research outcomes over time

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