Schmitt, Thilo A. 1985-
VIAF ID: 299860235 (Personal)
Permalink: http://viaf.org/viaf/299860235
Preferred Forms
4xx's: Alternate Name Forms (1)
5xx's: Related Names (3)
- 551 _ _ ‡a Duisburg ‡4 ortw ‡4 https://d-nb.info/standards/elementset/gnd#placeOfActivity
- 551 _ _ ‡a Mülheim an der Ruhr ‡4 ortg ‡4 https://d-nb.info/standards/elementset/gnd#placeOfBirth
- 510 2 _ ‡a Universität Duisburg-Essen ‡b Fakultät für Physik ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
---|---|
Non-stationarity as a central aspect of financial markets | |
Quantile correlations: Uncovering temporal dependencies in financial time series | |
Spatial dependence in stock returns - Local normalization and VaR forecasts |