Rudi Schäfer

Identifying States of a Financial Market

H. Eugene Stanley, Thomas Guhr, Takashi Shimada, 2012, Scientific Reports.

Local normalization: Uncovering correlations in non-stationary financial time series

Thomas Guhr, Rudi Schäfer, T. Guhr, 2010 .

Impact of Nonstationarity on Estimating and Modeling Empirical Copulas of Daily Stock Returns

Rudi Schäfer, R. Schäfer, Marcel Kremer, 2015 .

A copula approach on the dynamics of statistical dependencies in the US stock market

Michael C. Münnix, Rudi Schäfer, R. Schäfer, 2011 .

Power mapping with dynamical adjustment for improved portfolio optimization

Thomas Guhr, Rudi Schäfer, T. Guhr, 2010 .

A Random Matrix Approach to Credit Risk

Thomas Guhr, Michael C. Münnix, Rudi Schäfer, 2011, PloS one.