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Thomas Guhr · Study
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Author
Thomas Guhr
5 works
· latest 2012
· 2 institutions
cluster: provisional
ORCID 0000-0002-0927-6324
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5
Citations
1,282
Works here
5
02
03
07
09
12
Most cited in this library
Random matrix approach to cross correlations in financial data
2002 · 936 citations
Identifying States of a Financial Market
2012 · 211 citations
A new method to estimate the noise in financial correlation matrices
2003 · 78 citations
Power mapping with dynamical adjustment for improved portfolio optimization
2009 · 32 citations
Credit risk—A structural model with jumps and correlations
2007 · 25 citations
Works
5 shown
Identifying States of a Financial Market
Scientific Reports
·
2012
·
7 authors
·
Open access
211
citations
Power mapping with dynamical adjustment for improved portfolio optimization
Quantitative Finance
·
2009
·
3 authors
32
citations
Credit risk—A structural model with jumps and correlations
Physica A Statistical Mechanics and its Applications
·
2007
·
5 authors
·
Open access
25
citations
A new method to estimate the noise in financial correlation matrices
Journal of Physics A Mathematical and General
·
2003
·
2 authors
·
Open access
78
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