2012
A. Becker, A.F.R. Koivusalo and R. Schäfer
Empirical Evidence for the Structural Recovery Model
preprint on
DefaultRisk.com
M.C. Münnix, T. Shimada, R. Schäfer, F. Leyvraz, T.H. Seligman, T. Guhr and H.E. Stanley
Identifying States of a Financial Market
preprint:
arXiv:1202.1623
2011
B. Gutkin and V.Al. Osipov
Counting of Sieber-Richter pairs of periodic orbits
preprint:
arXiv:1109.3329
H. Kohler, T. Nagao and H.-J. Stöckmann
Parametric correlations versus fidelity decay: the symmetry breaking case
preprint:
arXiv:1104.1660
R. Schäfer and A.F.R. Koivusalo
Dependence of defaults and recoveries in structural credit risk models
preprint:
arXiv:1102.3150
A.F.R. Koivusalo and R. Schäfer
Calibration of structural and reduced-form recovery models
preprint:
arXiv:1102.4864
M.C. Münnix, R. Schäfer and T. Guhr
A Random Matrix Approach on Credit Risk
preprint:
arXiv:1102.3900
2010
M.C. Münnix, R. Schäfer and T. Guhr
Statistical causes for the Epps effect in microstructure noise
preprint:
arXiv:1009.6157
C. Recher, M. Kieburg and T. Guhr
Supersymmetry approach to Wishart correlation matrices: Exact results
submitted for publication, preprint:
arXiv:1012.1234
M. Kieburg
On the Efetov-Wegner terms by diagonalizing a Hermitian supermatrix
preprint:
arXiv:1011.0836
R. Schäfer and T. Guhr
Local normalization: Uncovering correlations in non-stationary financial time series
Physica A 389, 3856 (2010)
B.A. Khoruzhenko and H.-J. Sommers
Non-Hermitian Ensembles
invited contribution in:
The Oxford Handbook of Random Matrix Theory,
G. Akemann, J. Baik and P. Di Francesco (eds.),
Oxford University Press, Oxford, 2010
Chapter 18, pages 376 - 397
, preprint:
arXiv:0911.5645
T. Guhr
Supersymmetry
invited contribution in:
The Oxford Handbook of Random Matrix Theory,
G. Akemann, J. Baik and P. Di Francesco (eds.),
Oxford University Press, Oxford, 2010
Chapter 7, pages 135 - 154
, preprint:
arXiv:1005.0979
2008
H. Kohler
Exact diagonalisation of 1-d interacting spinless Fermions
submitted for publication
arXiv:0801.0132