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Thilo A. Schmitt

Identifiers

  • name variant Thilo A. Schmitt 0.60 · backfill

Papers (8)

  1. Credit risk: Taking fluctuating asset correlations into account q-fin.RM · 2016 · author #1
  2. Quantile Correlations: Uncovering temporal dependencies in financial time series q-fin.GN · 2015 · author #1
  3. Equilibrium Pricing in an Order Book Environment: Case Study for a Spin Model q-fin.CP · 2015 · author #2
  4. Analysis of a decision model in the context of equilibrium pricing and order book pricing q-fin.TR · 2014 · author #2
  5. Credit Risk and the Instability of the Financial System: an Ensemble Approach q-fin.RM · 2013 · author #1
  6. Portfolio return distributions: Sample statistics with non-stationary correlations q-fin.ST · 2013 · author #2
  7. Non-Stationarity in Financial Time Series and Generic Features q-fin.ST · 2013 · author #1
  8. Microscopic understanding of heavy-tailed return distributions in an agent-based model q-fin.TR · 2012 · author #1

Mentions

  • 1507.04990 #1 · backfill · confidence 0.70 Thilo A. Schmitt
  • 1502.01125 #2 · backfill · confidence 0.70 Thilo A. Schmitt
  • 1404.7356 #2 · backfill · confidence 0.70 Thilo A. Schmitt
  • 1309.5245 #1 · backfill · confidence 0.70 Thilo A. Schmitt
  • 1308.3961 #2 · backfill · confidence 0.70 Thilo A. Schmitt
  • 1304.5130 #1 · backfill · confidence 0.70 Thilo A. Schmitt
  • 1207.2946 #1 · backfill · confidence 0.70 Thilo A. Schmitt

Frequent Coauthors