The following pages link to Rudi Schäfer (Q1619501):
Displaying 10 items.
- Equilibrium pricing in an order book environment: case study for a spin model (Q1619502) (← links)
- STATISTICAL CAUSES FOR THE EPPS EFFECT IN MICROSTRUCTURE NOISE (Q3225026) (← links)
- Constructing analytically tractable ensembles of stochastic covariances with an application to financial data (Q3302163) (← links)
- Stability and hierarchy of quasi-stationary states: financial markets as an example (Q3302370) (← links)
- Dependence structure of market states (Q3302373) (← links)
- QUANTILE CORRELATIONS: UNCOVERING TEMPORAL DEPENDENCIES IN FINANCIAL TIME SERIES (Q3460678) (← links)
- Power mapping with dynamical adjustment for improved portfolio optimization (Q5189719) (← links)
- Estimating correlation and covariance matrices by weighting of market similarity (Q5245358) (← links)
- PORTFOLIO RETURN DISTRIBUTIONS: SAMPLE STATISTICS WITH STOCHASTIC CORRELATIONS (Q5249755) (← links)
- Emerging spectra of singular correlation matrices under small power-map deformations (Q6241234) (← links)
