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Bernd Rosenow · Study
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Author
Bernd Rosenow
8 works
· latest 2006
· 2 institutions
cluster: provisional
ORCID 0000-0002-8232-074X
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Citations
2,750
Works here
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Most cited in this library
Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series
1999 · 1,017 citations
Random matrix approach to cross correlations in financial data
2002 · 936 citations
Quantifying and interpreting collective behavior in financial markets
2001 · 175 citations
Order book approach to price impact
2005 · 169 citations
Econophysics: financial time series from a statistical physics point of view
2000 · 165 citations
Works
8 shown
Large stock price changes: volume or liquidity?
Quantitative Finance
·
2006
·
2 authors
96
citations
Order book approach to price impact
Quantitative Finance
·
2005
·
2 authors
169
citations
Portfolio optimization and the random magnet problem
Europhysics Letters (EPL)
·
2002
·
4 authors
·
Open access
66
citations
Random matrix approach to cross correlations in financial data
Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics
·
2002
·
6 authors
·
Open access
936
citations
Quantifying and interpreting collective behavior in financial markets
Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics
·
2001
·
4 authors
175
citations
A random matrix theory approach to financial cross-correlations
Physica A Statistical Mechanics and its Applications
·
2000
·
5 authors
·
Open access
126
citations
Econophysics: financial time series from a statistical physics point of view
Physica A Statistical Mechanics and its Applications
·
2000
·
5 authors
·
Open access
165
citations
Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series
Physical Review Letters
·
1999
·
5 authors
·
Open access
1,017
citations