SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Heather J. Ruskin · Study

Home/Author

Heather J. Ruskin

5 works· latest 2008· 1 institutionscluster: provisionalORCID 0000-0001-7101-2242

h-index5

i105

Citations296

Works here5

05

08

Most cited in this library

Time and scale Hurst exponent analysis for financial markets2008 · 106 citations
Cross-correlation dynamics in financial time series2008 · 79 citations
Random matrix theory filters in portfolio optimisation: A stability and risk assessment2008 · 40 citations
Wavelet multiscale analysis for Hedge Funds: Scaling and strategies2008 · 37 citations
INTERRELATIONSHIPS AMONG INTERNATIONAL STOCK MARKET INDICES: EUROPE, ASIA AND THE AMERICAS2005 · 34 citations

Works

5 shown

Cross-correlation dynamics in financial time series

Physica A Statistical Mechanics and its Applications·2008·3 authors·Open access

79citations

Wavelet multiscale analysis for Hedge Funds: Scaling and strategies

Physica A Statistical Mechanics and its Applications·2008·3 authors·Open access

37citations

Random matrix theory filters in portfolio optimisation: A stability and risk assessment

Physica A Statistical Mechanics and its Applications·2008·2 authors·Open access

40citations

Time and scale Hurst exponent analysis for financial markets

Physica A Statistical Mechanics and its Applications·2008·5 authors

106citations

INTERRELATIONSHIPS AMONG INTERNATIONAL STOCK MARKET INDICES: EUROPE, ASIA AND THE AMERICAS

International Journal of Theoretical and Applied Finance·2005·3 authors·Open access

34citations