Showing 1 - 3 results of 3 for search 'Tobias Wand', query time: 0.02s Refine Results
  1. 1
    Memory Effects, Multiple Time Scales and Local Stability in Langevin Models of the S&P500 Market Correlation

    Memory Effects, Multiple Time Scales and Local Stability in Langevin Models of the S&P500 Market Correlation by Tobias Wand, Martin Heßler, Oliver Kamps

    Published 2023-08-01
    Get full text
    Article
  2. 2
    Causal Hierarchy in the Financial Market Network—Uncovered by the Helmholtz–Hodge–Kodaira Decomposition

    Causal Hierarchy in the Financial Market Network—Uncovered by the Helmholtz–Hodge–Kodaira Decomposition by Tobias Wand, Oliver Kamps, Hiroshi Iyetomi

    Published 2024-10-01
    Get full text
    Article
  3. 3
    Efficient Multi-Change Point Analysis to Decode Economic Crisis Information from the S&P500 Mean Market Correlation

    Efficient Multi-Change Point Analysis to Decode Economic Crisis Information from the S&P500 Mean Market Correlation by Martin Heßler, Tobias Wand, Oliver Kamps

    Published 2023-08-01
    Get full text
    Article

Search Tools: