Rudi Sch\"afer
Identifiers
- name variant Rudi Sch\"afer 0.60 · backfill
Papers (30)
- Concurrent Credit Portfolio Losses q-fin.MF · 2016 · author #3
- Average cross-responses in correlated financial market q-fin.ST · 2016 · author #2
- Cross-response in correlated financial markets: individual stocks q-fin.ST · 2016 · author #2
- Credit risk: Taking fluctuating asset correlations into account q-fin.RM · 2016 · author #2
- Price response in correlated financial markets: empirical results q-fin.ST · 2015 · author #2
- Quantile Correlations: Uncovering temporal dependencies in financial time series q-fin.GN · 2015 · author #2
- Impact of non-stationarity on estimating and modeling empirical copulas of daily stock returns q-fin.ST · 2015 · author #2
- Dependence structure of market states q-fin.ST · 2015 · author #3
- Constructing Analytically Tractable Ensembles of Non-Stationary Covariances with an Application to Financial Data q-fin.ST · 2015 · author #3
- Stability and Hierarchy of Quasi-Stationary States: Financial Markets as an Example q-fin.ST · 2015 · author #5
- Dynamics of quasi-stationary systems: Finance as an example q-fin.ST · 2015 · author #5
- Equilibrium Pricing in an Order Book Environment: Case Study for a Spin Model q-fin.CP · 2015 · author #3
- Zooming into market states q-fin.ST · 2014 · author #2
- Analysis of a decision model in the context of equilibrium pricing and order book pricing q-fin.TR · 2014 · author #3
- Credit Risk and the Instability of the Financial System: an Ensemble Approach q-fin.RM · 2013 · author #3
- Portfolio return distributions: Sample statistics with non-stationary correlations q-fin.ST · 2013 · author #3
- Non-Stationarity in Financial Time Series and Generic Features q-fin.ST · 2013 · author #3
- Emerging spectra of singular correlation matrices under small power-map deformations math-ph · 2013 · author #2
- Microscopic understanding of heavy-tailed return distributions in an agent-based model q-fin.TR · 2012 · author #2
- Empirical Evidence for the Structural Recovery Model q-fin.RM · 2012 · author #3
- Identifying States of a Financial Market q-fin.ST · 2012 · author #3
- Calibration of structural and reduced-form recovery models q-fin.RM · 2011 · author #2
- A Random Matrix Approach to Credit Risk q-fin.RM · 2011 · author #2
- Dependence of defaults and recoveries in structural credit risk models q-fin.RM · 2011 · author #1
- A Copula Approach on the Dynamics of Statistical Dependencies in the US Stock Market q-fin.ST · 2011 · author #2
- Statistical causes for the Epps effect in microstructure noise q-fin.ST · 2010 · author #2
- Estimating correlation and covariance matrices by weighting of market similarity q-fin.ST · 2010 · author #2
- Impact of the tick-size on financial returns and correlations q-fin.ST · 2010 · author #2
- Compensating asynchrony effects in the calculation of financial correlations q-fin.ST · 2009 · author #2
- Credit risk - A structural model with jumps and correlations q-fin.RM · 2007 · author #1
Mentions
- 1510.03205 #2 · backfill · confidence 0.70 Rudi Sch\"afer
- 1507.04990 #2 · backfill · confidence 0.70 Rudi Sch\"afer
- 1506.08054 #2 · backfill · confidence 0.70 Rudi Sch\"afer
- 1503.09004 #3 · backfill · confidence 0.70 Rudi Sch\"afer
- 1503.01584 #3 · backfill · confidence 0.70 Rudi Sch\"afer
- 1503.00556 #5 · backfill · confidence 0.70 Rudi Sch\"afer
- 1502.07522 #5 · backfill · confidence 0.70 Rudi Sch\"afer
- 1502.01125 #3 · backfill · confidence 0.70 Rudi Sch\"afer
- 1406.5386 #2 · backfill · confidence 0.70 Rudi Sch\"afer
- 1404.7356 #3 · backfill · confidence 0.70 Rudi Sch\"afer
- 1309.5245 #3 · backfill · confidence 0.70 Rudi Sch\"afer
- 1308.3961 #3 · backfill · confidence 0.70 Rudi Sch\"afer
- 1304.5130 #3 · backfill · confidence 0.70 Rudi Sch\"afer
- 1304.4982 #2 · backfill · confidence 0.70 Rudi Sch\"afer
- 1207.2946 #2 · backfill · confidence 0.70 Rudi Sch\"afer
- 1203.3188 #3 · backfill · confidence 0.70 Rudi Sch\"afer
- 1202.1623 #3 · backfill · confidence 0.70 Rudi Sch\"afer
- 1102.4864 #2 · backfill · confidence 0.70 Rudi Sch\"afer
- 1102.3900 #2 · backfill · confidence 0.70 Rudi Sch\"afer
- 1102.3150 #1 · backfill · confidence 0.70 Rudi Sch\"afer
- 1102.1099 #2 · backfill · confidence 0.70 Rudi Sch\"afer
- 1009.6157 #2 · backfill · confidence 0.70 Rudi Sch\"afer
- 1006.5847 #2 · backfill · confidence 0.70 Rudi Sch\"afer
- 1001.5124 #2 · backfill · confidence 0.70 Rudi Sch\"afer
- 0910.2909 #2 · backfill · confidence 0.70 Rudi Sch\"afer
- 0707.3478 #1 · backfill · confidence 0.70 Rudi Sch\"afer
Frequent Coauthors
- Thomas Guhr 22 shared papers
- Michael C. M\"unnix 8 shared papers
- Thilo A. Schmitt 8 shared papers
- Desislava Chetalova 5 shared papers
- Alexander F. R. Koivusalo 3 shared papers
- Shanshan Wang 3 shared papers
- Frederik Meudt 2 shared papers
- Joachim Peinke 2 shared papers
- Marcel Wollschl\"ager 2 shared papers
- Philip Rinn 2 shared papers
- Yuriy Stepanov 2 shared papers
- Alexander Becker 1 shared papers
- Andreas Sundin 1 shared papers
- Daniel C. Wagner 1 shared papers
- Dietrich E. Wolf 1 shared papers
- Francois Leyvraz Thomas H. Seligman 1 shared papers
- H. E. Stanley 1 shared papers
- Holger Dette 1 shared papers
- Joachim Sicking 1 shared papers
- Markus Sj\"olin 1 shared papers