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Guhr Compensating asynchrony effects in the calculation of financial correlations Physica A 389, 767 (2010) , preprint: ar Xiv:0910.2909 R.

Guhr Power mapping with dynamical adjustment for improved portfolio optimization Quantitative Finance 10, 107 - 119 (2010) R.

Schäfer Correlation functions and fidelity decay in chaotic systems Ph. Guhr Credit risk - A structural model with jumps and correlations Physica A 383, 533 (2007) , preprint on Default C. dating d Læsø Seligman Verification of generic fidelity recovery in a dynamical system Phys. Stöckmann Transition from Gaussian-orthogonal to Gaussian-unitary ensemble in a microwave billiard with threefold symmetry Phys. Studienberatung Campus Köln: 50678 Köln, Claudiusstraße 1; Tel.

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Kuhl Compounding approach for univariate time series with non-stationary variances preprint: ar Xiv:1503.02177 F. Guhr Constructing Analytically Tractable Ensembles of Non-Stationary Covariances with an Application to Financial Datapreprint: ar Xiv:1503.01584 F. Wolf Analysis of a decision model in the context of equilibrium pricing and order book pricing Physica A 415, 347-353 (2014) , preprint: ar Xiv:1404.7356 M. Guhr A Random Matrix Approach to Credit Risk PLOS ONE, 9, e98030 (2014) , preprint: ar Xiv:1102.3900 T. Schäfer Empirical Evidence for the Structural Recovery Model preprint on Default M.

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Schäfer A Copula Approach on the Dynamics of Statistical Dependencies in the US Stock Market Physica A 390, 4251 (2011) , preprint: ar Xiv:1102.1099 M. Schäfer Calibration of structural and reduced-form recovery models Journal of Credit Risk 8(4), 31-51 (2012) , preprint: ar Xiv:1102.4864 T. Guhr Microscopic understanding of heavy-tailed return distributions in an agent-based model Europhysics Letters 100, 38005 (2012) , preprint: ar Xiv:1207.2946 A. Guhr Statistical causes for the Epps effect in microstructure noise International Journal of Theoretical and Applied Finance 14, 1231-1246 (2011) preprint: ar Xiv:1009.6157 R. Guhr Local normalization: Uncovering correlations in non-stationary financial time series Physica A 389, 3856 (2010) M. Guhr Impact of the tick-size on financial returns and correlations Physica A 389, 4828 (2010) , preprint: ar Xiv:1001.5124 M.

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