Michael C. M\"unnix

Identifiers

• name variant Michael C. M\"unnix 0.60 · backfill

Papers (8)

1. Microscopic understanding of heavy-tailed return distributions in an agent-based model q-fin.TR · 2012 · author #3
2. Identifying States of a Financial Market q-fin.ST · 2012 · author #1
3. A Random Matrix Approach to Credit Risk q-fin.RM · 2011 · author #1
4. A Copula Approach on the Dynamics of Statistical Dependencies in the US Stock Market q-fin.ST · 2011 · author #1
5. Statistical causes for the Epps effect in microstructure noise q-fin.ST · 2010 · author #1
6. Estimating correlation and covariance matrices by weighting of market similarity q-fin.ST · 2010 · author #1
7. Impact of the tick-size on financial returns and correlations q-fin.ST · 2010 · author #1
8. Compensating asynchrony effects in the calculation of financial correlations q-fin.ST · 2009 · author #1

Mentions

• 1207.2946 #3 · backfill · confidence 0.70 Michael C. M\"unnix
• 1202.1623 #1 · backfill · confidence 0.70 Michael C. M\"unnix
• 1102.3900 #1 · backfill · confidence 0.70 Michael C. M\"unnix
• 1102.1099 #1 · backfill · confidence 0.70 Michael C. M\"unnix
• 1009.6157 #1 · backfill · confidence 0.70 Michael C. M\"unnix
• 1006.5847 #1 · backfill · confidence 0.70 Michael C. M\"unnix
• 1001.5124 #1 · backfill · confidence 0.70 Michael C. M\"unnix
• 0910.2909 #1 · backfill · confidence 0.70 Michael C. M\"unnix

Frequent Coauthors

• Rudi Sch\"afer 8 shared papers
• Thomas Guhr 6 shared papers
• Francois Leyvraz Thomas H. Seligman 1 shared papers
• H. E. Stanley 1 shared papers
• Oliver Grothe 1 shared papers
• Takashi Shimada 1 shared papers
• Thilo A. Schmitt 1 shared papers