| Identifying states of a financial market MC Münnix, T Shimada, R Schäfer, F Leyvraz, TH Seligman, T Guhr, ... Scientific reports 2 (1), 644, 2012 | 233 | 2012 |
| Non-stationarity in financial time series: Generic features and tail behavior TA Schmitt, D Chetalova, R Schäfer, T Guhr Europhysics Letters 103 (5), 58003, 2013 | 85 | 2013 |
| Non-stationarity in financial time series: Generic features and tail behavior TA Schmitt, D Chetalova, R Schäfer, T Guhr Europhysics Letters 103 (5), 58003, 2013 | 85 | 2013 |
| Impact of the tick-size on financial returns and correlations MC Münnix, R Schäfer, T Guhr Physica A: Statistical Mechanics and its Applications 389 (21), 4828-4843, 2010 | 73 | 2010 |
| Experimental verification of fidelity decay: from perturbative to Fermi golden rule regime R Schäfer, HJ Stöckmann, T Gorin, TH Seligman Physical review letters 95 (18), 184102, 2005 | 67 | 2005 |
| Fidelity amplitude of the scattering matrix in microwave cavities R Schäfer, T Gorin, TH Seligman, HJ Stöckmann New Journal of Physics 7 (1), 152, 2005 | 65 | 2005 |
| Correlation functions of scattering matrix elements in microwave cavities with strong absorption R Schäfer, T Gorin, TH Seligman, HJ Stöckmann Journal of Physics A: Mathematical and General 36 (12), 3289, 2003 | 54 | 2003 |
| Local normalization: Uncovering correlations in non-stationary financial time series R Schäfer, T Guhr Physica A: Statistical Mechanics and its Applications 389 (18), 3856-3865, 2010 | 44 | 2010 |
| Credit risk—A structural model with jumps and correlations R Schäfer, M Sjölin, A Sundin, M Wolanski, T Guhr Physica A: Statistical Mechanics and its Applications 383 (2), 533-569, 2007 | 42 | 2007 |
| Recovery of the fidelity amplitude for the Gaussian ensembles HJ Stöckmann, R Schäfer New Journal of Physics 6 (1), 199, 2004 | 42 | 2004 |
| Power mapping with dynamical adjustment for improved portfolio optimization R Schäfer, NF Nilsson, T Guhr Quantitative Finance 10 (1), 107-119, 2010 | 39 | 2010 |
| Cross-response in correlated financial markets: individual stocks S Wang, R Schäfer, T Guhr The European Physical Journal B 89, 1-16, 2016 | 38 | 2016 |
| Fidelity recovery in chaotic systems and the Debye-Waller factor HJ Stöckmann, R Schäfer Physical review letters 94 (24), 244101, 2005 | 37 | 2005 |
| Dynamics of quasi-stationary systems: Finance as an example P Rinn, Y Stepanov, J Peinke, T Guhr, R Schäfer Europhysics Letters 110 (6), 68003, 2015 | 33 | 2015 |
| A random matrix approach to credit risk MC Münnix, R Schäfer, T Guhr PLoS One 9 (5), e98030, 2014 | 32 | 2014 |
| Stability and hierarchy of quasi-stationary states: financial markets as an example Y Stepanov, P Rinn, T Guhr, J Peinke, R Schäfer Journal of Statistical Mechanics: Theory and Experiment 2015 (8), P08011, 2015 | 31 | 2015 |
| Average cross-responses in correlated financial markets S Wang, R Schäfer, T Guhr The European Physical Journal B 89, 1-13, 2016 | 28 | 2016 |
| Zooming into market states D Chetalova, R Schäfer, T Guhr Journal of Statistical Mechanics: Theory and Experiment 2015 (1), P01029, 2015 | 27 | 2015 |
| Estimating correlation and covariance matrices by weighting of market similarity MC Münnix, R Schäfer, O Grothe Quantitative Finance 14 (5), 931-939, 2014 | 26 | 2014 |
| Microscopic understanding of heavy-tailed return distributions in an agent-based model TA Schmitt, R Schäfer, MC Münnix, T Guhr Europhysics Letters 100 (3), 38005, 2012 | 26 | 2012 |
Thomas H. SeligmanInstitute of Physical Science, Universidad Nacional Autónoma de MéxicoVerified email at icf.unam.mx
