Thomas Guhr

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All published works

Action	Title	Year	Authors
+ PDF Chat	Multivariate Distributions in Non-Stationary Complex Systems I: Random Matrix Model and Formulae for Data Analysis	2024	Efstratios Manolakis Anton J. Heckens Thomas Guhr
+ PDF Chat	Multivariate Distributions in Non-Stationary Complex Systems II: Empirical Results for Correlated Stock Markets	2024	Anton J. Heckens Efstratios Manolakis Cedric Schuhmann Thomas Guhr
+	Random matrices and the free energy of Ising-like models with disorder	2024	Nils Gluth Thomas Guhr Alfred Hucht
+ PDF Chat	Winding Number Statistics for Chiral Random Matrices: Universal Correlations and Statistical Moments in the Unitary Case	2024	Nico Hahn Mario Kieburg Omri Gat Thomas Guhr
+	Congestions and spectral transitions in time-lagged correlations of motorway traffic	2024	Gabor B. Hollbeck René Pilarczyk Shanshan Wang Michael Schreckenberg Thomas Guhr
+ PDF Chat	Spatiotemporal statistical features of velocity responses to traffic congestions in a local motorway network	2024	Shanshan Wang Michael Schreckenberg Thomas Guhr
+ PDF Chat	How much longer do you have to drive than the crow has to fly?	2024	Shanshan Wang Henrik M. Bette Michael Schreckenberg Thomas Guhr
+ PDF Chat	Local correlations in partially dual-unitary lattice models	2024	Vladimir Al. Osipov Niclas Krieger Thomas Guhr Boris Gutkin
+ PDF Chat	Traffic Response Functions: Patterns, Propagation and Congestion	2024	Sebastian Gartzke Shanshan Wang Thomas Guhr Michael Schreckenberg
+	Extension of the Langevin power curve analysis by separation per operational state	2024	Christian Wiedemann Hendrik Bette Matthias Wächter Jan A. Freund Thomas Guhr Joachim Peinke
+ PDF Chat	Winding number statistics for chiral random matrices: Averaging ratios of parametric determinants in the orthogonal case	2023	Nico Hahn Mario Kieburg Omri Gat Thomas Guhr
+ PDF Chat	Sensitivity of principal components to system changes in the presence of non-stationarity	2023	Henrik M. Bette Michael Schreckenberg Thomas Guhr
+ PDF Chat	Transitions between quasi-stationary states in traffic systems: Cologne orbital motorways as an example	2023	Shanshan Wang Michael Schreckenberg Thomas Guhr
+	Response functions as a new concept to study local dynamics in traffic networks	2023	Shanshan Wang Michael Schreckenberg Thomas Guhr
+ PDF Chat	Nonstationarity in correlation matrices for wind turbine SCADA‐data	2023	Henrik M. Bette Edgar Jungblut Thomas Guhr
+ PDF Chat	Signatures of the interplay between chaos and local criticality on the dynamics of scrambling in many-body systems	2023	F. Meier Mathias Steinhuber Juan Diego Urbina Daniel Waltner Thomas Guhr
+ PDF Chat	Statistical Topology—Distribution and Density Correlations of Winding Numbers in Chiral Systems	2023	Thomas Guhr
+ PDF Chat	Winding number statistics for chiral random matrices: Averaging ratios of determinants with parametric dependence	2023	Nico Hahn Mario Kieburg Omri Gat Thomas Guhr
+	Statistical Topology -- Distribution and Density Correlations of Winding Numbers in Chiral Systems	2023	Thomas Guhr
+	Transitions between quasi-stationary states in traffic systems: Cologne orbital motorways as an example	2023	Shanshan Wang Michael Schreckenberg Thomas Guhr
+	Extension of the Langevin power curve analysis by separation per operational state	2023	Christian Philipp Henrik M. Bette Matthias Wächter Jan A. Freund Thomas Guhr Joachim Peinke
+	Winding Number Statistics for Chiral Random Matrices: Averaging Ratios of Parametric Determinants in the Orthogonal Case	2023	Nico Hahn Mario Kieburg Omri Gat Thomas Guhr
+	Dynamics of wind turbine operational states	2023	Henrik M. Bette Christian Philipp Matthias Wächter Jan A. Freund Joachim Peinke Thomas Guhr
+	Local correlations in partially dual-unitary lattice models	2023	Vladimir Al. Osipov Niclas Krieger Thomas Guhr Boris Gutkin
+	Congestions and Spectral Transition in Time-Lagged Correlations of Motorway Traffic	2023	Gabor B. Hollbeck René Pilarczyk Shanshan Wang Michael Schreckenberg Thomas Guhr
+	Random Matrices and the Free Energy of Ising-Like Models with Disorder	2023	Nils Gluth Thomas Guhr Alfred Hucht
+ PDF Chat	Identifying subdominant collective effects in a large motorway network	2022	Shanshan Wang Michael Schreckenberg Thomas Guhr
+ PDF Chat	New collectivity measures for financial covariances and correlations	2022	Anton J. Heckens Thomas Guhr
+ PDF Chat	Winding number statistics of a parametric chiral unitary random matrix ensemble*	2022	P. A. Braun Nico Hahn Daniel Waltner Omri Gat Thomas Guhr
+ PDF Chat	Spatial correlation analysis of traffic flow on parallel motorways in Germany	2022	Sebastian Gartzke Shanshan Wang Thomas Guhr Michael Schreckenberg
+ PDF Chat	A new attempt to identify long-term precursors for endogenous financial crises in the market correlation structures	2022	Anton J. Heckens Thomas Guhr
+ PDF Chat	Two price regimes in limit order books: liquidity cushion and fragmented distant field	2022	Sebastian M. Krause Edgar Jungblut Thomas Guhr
+	Identifying subdominant collective effects in a large motorway network	2022	Shanshan Wang Michael Schreckenberg Thomas Guhr
+	Sensitivity of principal components to system changes in the presence of non-stationarity	2022	Henrik M. Bette Thomas Guhr
+	Spatial Structures of Wind Farms: Correlation Analysis of the Generated Electrical Power	2022	Edgar Jungblut Henrik M. Bette Thomas Guhr
+	Response functions as a new concept to study local dynamics in traffic networks	2022	Shanshan Wang Michael Schreckenberg Thomas Guhr
+	Signatures of the interplay between chaos and local criticality on the dynamics of scrambling in many-body systems	2022	F. Meier Mathias Steinhuber Juan Diego Urbina Daniel Waltner Thomas Guhr
+	Risk Theory and Pricing of "Pay-for-Performance" Business Models	2022	Roger Knecktys Henrik Bette Rüdiger Kiesel Thomas Guhr
+ PDF Chat	Collective behavior in the North Rhine-Westphalia motorway network	2021	Shanshan Wang Sebastian Gartzke Michael Schreckenberg Thomas Guhr
+ PDF Chat	Foreign exchange markets: Price response and spread impact	2021	Juan C. Henao-Londono Thomas Guhr
+	Non-stationarity in correlation matrices for wind turbine SCADA-data and implications for failure detection	2021	Henrik M. Bette Edgar Jungblut Thomas Guhr
+ PDF Chat	Generic features in the spectral decomposition of correlation matrices	2021	Yuriy Stepanov Hartmut Herrmann Thomas Guhr
+	Non-stationarity in correlation matrices for wind turbine SCADA-data and implications for failure detection	2021	Henrik M. Bette Edgar Jungblut Thomas Guhr
+	A New Attempt to Identify Long-term Precursors for Financial Crisis in the Market Correlation Structures	2021	Anton J. Heckens Thomas Guhr
+	A mapping between the spin and fermion algebra	2021	F. Meier Daniel Waltner P. A. Braun Thomas Guhr
+	Foreign exchange markets: price response and spread impact.	2021	Juan Camilo Henao Londono Thomas Guhr
+ PDF Chat	Price response functions and spread impact in correlated financial markets	2021	Juan C. Henao-Londono Sebastian M. Krause Thomas Guhr
+ PDF Chat	Matrix moments in a real, doubly correlated algebraic generalization of the Wishart model	2021	Thomas Guhr Andreas W. Schell
+	Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations	2021	Thomas Guhr Andreas W. Schell
+	Winding Number Statistics of a Parametric Chiral Unitary Random Matrix Ensemble	2021	P. A. Braun Nico Hahn Daniel Waltner Omri Gat Thomas Guhr
+	Non-stationarity in correlation matrices for wind turbine SCADA-data and implications for failure detection	2021	Henrik M. Bette Edgar Jungblut Thomas Guhr
+ PDF Chat	Exact local correlations in kicked chains	2020	Boris Gutkin P. A. Braun Maram Akila Daniel Waltner Thomas Guhr
+ PDF Chat	Uncovering the dynamics of correlation structures relative to the collective market motion	2020	Anton J. Heckens Sebastian M. Krause Thomas Guhr
+ PDF Chat	Quasi-stationary states in temporal correlations for traffic systems: Cologne orbital motorway as an example	2020	Shanshan Wang Sebastian Gartzke Michael Schreckenberg Thomas Guhr
+ PDF Chat	Hilbert space average of transition probabilities	2020	Nico Hahn Thomas Guhr Daniel Waltner
+ PDF Chat	Transition from quantum chaos to localization in spin chains	2020	P. A. Braun Daniel Waltner Maram Akila Boris Gutkin Thomas Guhr
+ PDF Chat	Correlated power time series of individual wind turbines: A data driven model approach	2020	Tobias Braun Matthias Waechter Joachim Peinke Thomas Guhr
+	Local correlations in dual-unitary kicked chains	2020	Boris Gutkin P. A. Braun Maram Akila Daniel Waltner Thomas Guhr
+	Local correlations in dual-unitary kicked chains	2020	Boris Gutkin P. A. Braun Maram Akila Daniel Waltner Thomas Guhr
+ PDF Chat	How spread changes affect the order book: comparing the price responses of order deletions and placements to trades	2019	Stephan Grimm Thomas Guhr
+	WKB-type-of approximation for rare event statistics in reacting systems	2019	Andreas Mühlbacher Thomas Guhr
+	Emergence of stylized facts during the opening of stock markets	2018	Sebastian M. Krause Jonas A. Fiegen Thomas Guhr
+ PDF Chat	Grasping asymmetric information in price impacts	2018	Shanshan Wang Sebastian Neusüß Thomas Guhr
+ PDF Chat	Multivariate analysis of short time series in terms of ensembles of correlation matrices	2018	Manan Vyas Thomas Guhr T. H. Seligman
+ PDF Chat	Statistical properties of market collective responses	2018	Shanshan Wang Sebastian Neusüß Thomas Guhr
+ PDF Chat	Extreme Portfolio Loss Correlations in Credit Risk	2018	Andreas Mühlbacher Thomas Guhr
+ PDF Chat	Impact and recovery process of mini flash crashes: An empirical study	2018	Tobias Braun Jonas A. Fiegen Daniel C. Wagner Sebastian M. Krause Thomas Guhr
+ PDF Chat	Credit Risk Meets Random Matrices: Coping with Non-Stationary Asset Correlations	2018	Andreas Mühlbacher Thomas Guhr
+ PDF Chat	Local fluctuations of the signed traded volumes and the dependencies of demands: a copula analysis	2018	Shanshan Wang Thomas Guhr
+	Credit Risk Meets Random Matrices: Coping with Non-Stationary Asset Correlations	2018	Andreas Mühlbacher Thomas Guhr
+ PDF Chat	Concurrent credit portfolio losses	2018	Joachim Sicking Thomas Guhr Rudi Schäfer
+	Multivariate analysis of short time series in terms of ensembles of correlation matrices	2018	Manan Vyas Thomas Guhr T. H. Seligman
+ PDF Chat	Credit Risk Meets Random Matrices: Coping with Non-Stationary Asset Correlations	2018	Andreas Mühlbacher Thomas Guhr
+ PDF Chat	Emergence of Stylized Facts During the Opening of Stock Markets	2018	Sebastian M. Krause Jonas A. Fiegen Thomas Guhr
+	Emergence of stylized facts during the opening of stock markets	2018	Sebastian M. Krause Jonas A. Fiegen Thomas Guhr
+	Credit Risk Meets Random Matrices: Coping with Non-Stationary Asset Correlations	2018	Andreas Mühlbacher Thomas Guhr
+ PDF Chat	Semiclassical prediction of large spectral fluctuations in interacting kicked spin chains	2017	Maram Akila Boris Gutkin P. A. Braun Daniel Waltner Thomas Guhr
+ PDF Chat	Distribution of Off-Diagonal Cross Sections in Quantum Chaotic Scattering: Exact Results and Data Comparison	2017	Santosh Kumar Barbara Dietz Thomas Guhr A. Richter
+	Collectivity and Periodic Orbits in a Chain of Interacting, Kicked Spins	2017	Maram Akila Daniel Waltner Boris Gutkin P. A. Braun Thomas Guhr
+ PDF Chat	Microscopic Understanding of Cross-Responses Between Stocks: A Two-Component Price Impact Model	2017	Shanshan Wang Thomas Guhr
+ PDF Chat	Regularities and irregularities in order flow data	2017	Martin Theissen Sebastian M. Krause Thomas Guhr
+	Extreme portfolio loss correlations in credit risk	2017	Andreas Mühlbacher Thomas Guhr
+ PDF Chat	The importance of antipersistence for traffic jams	2017	Sebastian M. Krause Lars Habel Thomas Guhr Michael Schreckenberg
+ PDF Chat	Semiclassical Identification of Periodic Orbits in a Quantum Many-Body System	2017	Maram Akila Daniel Waltner Boris Gutkin P. A. Braun Thomas Guhr
+ PDF Chat	Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensembles	2017	Tim Wirtz Mario Kieburg Thomas Guhr
+ PDF Chat	Microscopic Understanding of Cross-Responses between Stocks: A Two-Component Price Impact Model	2017	Shanshan Wang Thomas Guhr
+ PDF Chat	Local Fluctuations of the Signed Traded Volumes and the Dependencies of Demands: A Copula Analysis	2017	Shanshan Wang Thomas Guhr
+ PDF Chat	Grasping Asymmetric Information in Market Impacts	2017	Shanshan Wang Sebastian Neusüß Thomas Guhr
+ PDF Chat	Regularities and Irregularities in Order Flow Data	2017	Martin Theissen Sebastian M. Krause Thomas Guhr
+ PDF Chat	Extreme Portfolio Loss Correlations in Credit Risk	2017	Andreas Mühlbacher Thomas Guhr
+ PDF Chat	Impact and Recovery Process of Mini Flash Crashes: An Empirical Study	2017	Tobias Braun Jonas A. Fiegen Daniel C. Wagner Sebastian M. Krause Thomas Guhr
+ PDF Chat	Statistical Properties of Market Collective Responses	2017	Shanshan Wang Sebastian Neusüß Thomas Guhr
+	Extreme portfolio loss correlations in credit risk	2017	Andreas Mühlbacher Thomas Guhr
+ PDF Chat	Exact spectral densities of complex noise-plus-structure random matrices	2016	Jacek Grela Thomas Guhr
+ PDF Chat	Average cross-responses in correlated financial markets	2016	Shanshan Wang Rudi Schäfer Thomas Guhr
+ PDF Chat	Particle-time duality in the kicked Ising spin chain	2016	Maram Akila Daniel Waltner Boris Gutkin Thomas Guhr
+ PDF Chat	Spreading in integrable and non-integrable many-body systems	2016	Johannes Freese Boris Gutkin Thomas Guhr
+	Extreme Concurrent Portfolio Losses in Credit Risk	2016	Joachim Sicking Thomas Guhr Rudi Schäfer
+	Concurrent Credit Portfolio Losses	2016	Joachim Sicking Thomas Guhr Rudi Schäfer
+ PDF Chat	Cross-response in correlated financial markets: individual stocks	2016	Shanshan Wang Rudi Schäfer Thomas Guhr
+ PDF Chat	Particle-Time Duality in the Kicked Ising Chain II: Applications to the Spectrum	2016	Maram Akila Daniel Waltner Boris Gutkin Thomas Guhr
+ PDF Chat	Equilibrium pricing in an order book environment: Case study for a spin model	2016	Frederik Meudt Thilo A. Schmitt Rudi Schäfer Thomas Guhr
+	Credit risk: Taking fluctuating asset correlations into account	2016	Thilo A. Schmitt Rudi Schäfer Thomas Guhr
+	Trace formula for spin chains	2016	Daniel Waltner P. A. Braun Maram Akila Thomas Guhr
+ PDF Chat	Cross-Response in Correlated Financial Markets: Individual Stocks	2016	Shanshan Wang Rudi Schäfer Thomas Guhr
+	Credit risk: Taking fluctuating asset correlations into account	2016	Thilo A. Schmitt Rudi Schäfer Thomas Guhr
+	Concurrent Credit Portfolio Losses	2016	Joachim Sicking Thomas Guhr Rudi Schäfer
+ PDF Chat	Compounding approach for univariate time series with nonstationary variances	2015	Rudi Schäfer Sonja Barkhofen Thomas Guhr H.‐J. Stöckmann Ulrich Kuhl
+ PDF Chat	Constructing analytically tractable ensembles of stochastic covariances with an application to financial data	2015	Frederik Meudt Martin Theissen Rudi Schäfer Thomas Guhr
+ PDF Chat	QUANTILE CORRELATIONS: UNCOVERING TEMPORAL DEPENDENCIES IN FINANCIAL TIME SERIES	2015	Thilo A. Schmitt Rudi Schäfer Holger Dette Thomas Guhr
+	Price response in correlated financial markets: empirical results	2015	Shanshan Wang Rudi Schäfer Thomas Guhr
+	Supersymmetry	2015	Thomas Guhr
+ PDF Chat	Credit risk: taking fluctuating asset correlations into account	2015	Thilo A. Schmitt Rudi Schäfer Thomas Guhr
+ PDF Chat	Stability and hierarchy of quasi-stationary states: financial markets as an example	2015	Yuriy Stepanov Philip Rinn Thomas Guhr Joachim Peinke Rudi Schäfer
+	Quantile Correlations: Uncovering temporal dependencies in financial time series	2015	Thilo A. Schmitt Rudi Schäfer Holger Dette Thomas Guhr
+ PDF Chat	Dynamics of quasi-stationary systems: Finance as an example	2015	Philip Rinn Yuriy Stepanov Joachim Peinke Thomas Guhr Rudi Schäfer
+ PDF Chat	The smallest eigenvalue distribution in the real Wishart–Laguerre ensemble with even topology	2015	Tom Wirtz Gernot Akemann Thomas Guhr Mario Kieburg René Wegner
+	Asymptotic Relation Between the Statistics of Degenerate and Non-Degenerate Wishart Ensembles	2015	Tim Wirtz Mario Kieburg Thomas Guhr
+ PDF Chat	Eigenvalue density of the doubly correlated Wishart model: exact results	2015	Daniel Waltner Tim Wirtz Thomas Guhr
+ PDF Chat	PORTFOLIO RETURN DISTRIBUTIONS: SAMPLE STATISTICS WITH STOCHASTIC CORRELATIONS	2015	Desislava Chetalova Thilo A. Schmitt Rudi Schäfer Thomas Guhr
+	The Smallest Eigenvalue Distribution in the Real Wishart-Laguerre Ensemble with Even Topology	2015	Tim Wirtz Gernot Akemann Thomas Guhr Mario Kieburg René Wegner
+ PDF Chat	Zooming into market states	2015	Desislava Chetalova Rudi Schäfer Thomas Guhr
+ PDF Chat	Limiting statistics of the largest and smallest eigenvalues in the correlated Wishart model	2015	Tim Wirtz Mario Kieburg Thomas Guhr
+	Price response in correlated financial markets: empirical results	2015	Shanshan Wang Rudi Sch afer Thomas Guhr
+	Quantile Correlations: Uncovering temporal dependencies in financial time series	2015	Thilo A. Schmitt Rudi Schäfer Holger Dette Thomas Guhr
+	Dynamics of quasi-stationary systems: Finance as an example	2015	Philip Rinn Yuriy Stepanov Joachim Peinke Thomas Guhr Rudi Schäfer
+	The Smallest Eigenvalue Distribution in the Real Wishart-Laguerre Ensemble with Even Topology	2015	Tim Wirtz Gernot Akemann Thomas Guhr Mario Kieburg René Wegner
+ PDF Chat	Completing the Picture for the Smallest Eigenvalue of Real Wishart Matrices	2014	Gernot Akemann Thomas Guhr Mario Kieburg René Wegner Tim Wirtz
+	Spreading in Integrable and Non--integrable Many--body Systems	2014	Johannes Freese Boris Gutkin Thomas Guhr
+ PDF Chat	Analysis of a decision model in the context of equilibrium pricing and order book pricing	2014	Donald R. Wagner Thilo A. Schmitt Rudi Schäfer Thomas Guhr Dietrich E. Wolf
+ PDF Chat	Spectral properties and dynamical tunneling in constant-width billiards	2014	Barbara Dietz Thomas Guhr Boris Gutkin M. Miski-Oglu A. Richter
+	Spectral statistics in directed complex networks and universality of the Ginibre ensemble	2014	Bin Ye Liang Qiu Xuesong Wang Thomas Guhr
+ PDF Chat	The supersymmetry method for chiral random matrix theory with arbitrary rotation-invariant weights	2014	Vural Kaymak Mario Kieburg Thomas Guhr
+ PDF Chat	A Random Matrix Approach to Credit Risk	2014	Michael C. Münnix Rudi Schäfer Thomas Guhr
+ PDF Chat	Distribution of the smallest eigenvalue in complex and real correlated Wishart ensembles	2014	Tim Wirtz Thomas Guhr
+ PDF Chat	Credit risk and the instability of the financial system: An ensemble approach	2014	Thilo A. Schmitt Desislava Chetalova Rudi Schäfer Thomas Guhr
+	Spreading in Integrable and Non--integrable Many--body Systems	2014	Johannes Freese Boris Gutkin Thomas Guhr
+ PDF Chat	Distributions of off-diagonal scattering matrix elements: Exact results	2013	A. Nock Santosh Kumar H.-J. Sommers Thomas Guhr
+ PDF Chat	Non-stationarity in financial time series: Generic features and tail behavior	2013	Thilo A. Schmitt Desislava Chetalova Rudi Schäfer Thomas Guhr
+ PDF Chat	Distribution of the Smallest Eigenvalue in the Correlated Wishart Model	2013	Tim Wirtz Thomas Guhr
+	Portfolio return distributions: Sample statistics with non-stationary correlations	2013	Desislava Chetalova Thilo A. Schmitt Rudi Schäfer Thomas Guhr
+ PDF Chat	Distribution of Scattering Matrix Elements in Quantum Chaotic Scattering	2013	Santosh Kumar A. Nock H.-J. Sommers Thomas Guhr Barbara Dietz M. Miski-Oglu A. Richter F. Schäfer
+	Portfolio return distributions: Sample statistics with non-stationary correlations	2013	Desislava Chetalova Thilo A. Schmitt Rudi Schäfer Thomas Guhr
+ PDF Chat	Microscopic understanding of heavy-tailed return distributions in an agent-based model	2012	Thilo A. Schmitt Rudi Schäfer Michael C. Münnix Thomas Guhr
+ PDF Chat	Identifying States of a Financial Market	2012	Michael C. Münnix Takashi Shimada Rudi Schäfer F. Leyvraz T. H. Seligman Thomas Guhr H. Eugene Stanley
+ PDF Chat	Supersymmetry Approach to Wishart Correlation Matrices: Exact Results	2012	Christian Recher Mario Kieburg Thomas Guhr Martin R. Zirnbauer
+	Identifying States of a Financial Market	2012	Michael C. Münnix Takashi Shimada Rudi Schäfer Francois Leyvraz Thomas H. Seligman Thomas Guhr H. Eugene Stanley
+ PDF Chat	STATISTICAL CAUSES FOR THE EPPS EFFECT IN MICROSTRUCTURE NOISE	2011	Michael C. Münnix Rudi Schäfer Thomas Guhr
+ PDF Chat	Collective vs. single-particle motion in quantum many-body systems: Spreading and its semiclassical interpretation in the perturbative regime	2011	Jens Hämmerling Boris Gutkin Thomas Guhr
+	A Random Matrix Approach to Credit Risk	2011	Michael C. Münnix Rudi Schäfer Thomas Guhr
+	A Random Matrix Approach on Credit Risk	2011	Thomas Guhr
+	A Random Matrix Approach to Credit Risk	2011	Michael C. Münnix Rudi Schäfer Thomas Guhr
+ PDF Chat	Eigenvalue Densities of Real and Complex Wishart Correlation Matrices	2010	Christian Recher Mario Kieburg Thomas Guhr
+	Statistical causes for the Epps effect in microstructure noise	2010	Michael C. Münnix Rudi Schäfer Thomas Guhr
+	Coupling coefficient distribution in the doorway mechanism	2010	Heiner Kohler Thomas Guhr Sven Åberg
+ PDF Chat	Impact of the tick-size on financial returns and correlations	2010	Michael C. Münnix Rudi Schäfer Thomas Guhr
+ PDF Chat	Collective versus single-particle motion in quantum many-body systems from the perspective of an integrable model	2010	Jens Hämmerling Boris Gutkin Thomas Guhr
+ PDF Chat	Exact fidelity and full fidelity statistics in regular and chaotic surroundings	2010	Heiner Kohler Hans-Jürgen Sommers Sven Åberg Thomas Guhr
+ PDF Chat	Observation of Periodic Orbits on Curved Two-Dimensional Geometries	2010	M. Avlund C. Ellegaard M. Oxborrow Thomas Guhr Niels Søndergaard
+ PDF Chat	A new approach to derive Pfaffian structures for random matrix ensembles	2010	Mario Kieburg Thomas Guhr
+ PDF Chat	Derivation of determinantal structures for random matrix ensembles in a new way	2010	Mario Kieburg Thomas Guhr
+	Supersymmetry in Random Matrix Theory	2010	Thomas Guhr
+	Statistical causes for the Epps effect in microstructure noise	2010	Michael C. Münnix Rudi Schäfer Thomas Guhr
+ PDF Chat	Compensating asynchrony effects in the calculation of financial correlations	2009	Michael C. Münnix Rudi Schäfer Thomas Guhr
+ PDF Chat	Strain in semiconductor core-shell nanowires	2009	Johan Grönqvist Niels Søndergaard Fredrik Boxberg Thomas Guhr Sven Åberg H. Q. Xu
+	Arbitrary rotation invariant random matrix ensembles and supersymmetry: orthogonal and unitary-symplectic case	2009	Mario Kieburg Johan Grönqvist Thomas Guhr
+ PDF Chat	A comparison of the superbosonization formula and the generalized Hubbard–Stratonovich transformation	2009	Mario Kieburg Hans-Jürgen Sommers Thomas Guhr
+ PDF Chat	Strain distributions in lattice-mismatched semiconductor core-shell nanowires	2009	Niels Søndergaard Yuhui He Chun Fan Ruqi Han Thomas Guhr H. Q. Xu
+	Collective versus Single--Particle Motion in Quantum Many--Body Systems from the Perspective of an Integrable Model	2009	Jens Hämmerling Boris Gutkin Thomas Guhr
+ PDF Chat	Integration of Grassmann variables over invariant functions on flat superspaces	2009	Mario Kieburg Heiner Kohler Thomas Guhr
+ PDF Chat	Character expansion method for supergroups and extended superversions of the Leutwyler–Smilga and Berezin–Karpelevich integrals	2008	Christoph Lehner Tilo Wettig Thomas Guhr Yimin Wei
+ PDF Chat	Superscars in Billiards: A Model for Doorway States in Quantum Spectra	2008	Sven Åberg Thomas Guhr M. Miski-Oglu A. Richter
+ PDF Chat	Surprising Relations between Parametric Level Correlations and Fidelity Decay	2008	Heiner Kohler Igor Smolyarenko Carlos Pineda Thomas Guhr F. Leyvraz T. H. Seligman
+ PDF Chat	Families of spherical caps: spectra and ray limit	2008	Niels Søndergaard Thomas Guhr
+ PDF Chat	Credit risk—A structural model with jumps and correlations	2007	Rudi Schäfer Markus Sjölin Andreas Sundin Michal Wolanski Thomas Guhr
+ PDF Chat	Semiclassical limits for the QCD Dirac operator	2006	Thomas Guhr Stefan Keppeler
+ PDF Chat	Arbitrary unitarily invariant random matrix ensembles and supersymmetry	2006	Thomas Guhr
+ PDF Chat	Norm-dependent random matrix ensembles in external field and supersymmetry	2006	Thomas Guhr
+	Strength Distributions and Symmetry Breaking in Coupled Microwave Billiards	2006	Barbara Dietz Thomas Guhr H. L. Harney A. Richter
+	Elasticity of macroscopic isotropic media applied to nano--cantilevers	2006	Niels Søndergaard Sara Ghatnekar‐Nilsson Thomas Guhr Lars Montelius
+ PDF Chat	Supersymmetric extensions of Calogero–Moser–Sutherland-like models: construction and some solutions	2005	Heiner Kohler Thomas Guhr
+ PDF Chat	Supersymmetry and models for two kinds of interacting particles	2005	Thomas Guhr Heiner Kohler
+ PDF Chat	Energy localization in two chaotically coupled systems	2005	Johan Grönqvist Thomas Guhr
+ PDF Chat	Counting function for a sphere of anisotropic quartz	2004	Niels Søndergaard Thomas Guhr Mark Oxborrow K. Schaadt C. Ellegaard
+	Derivation of the supersymmetric Harish-Chandra integral for UOSp(k1/2k2)	2004	Thomas Guhr Heiner Kohler
+ PDF Chat	The<i>k</i>-point random matrix kernels obtained from one-point supermatrix models	2004	Johan Grönqvist Thomas Guhr Heiner Kohler
+ PDF Chat	A supersymmetry approach to billiards with randomly distributed scatterers: II. Correlations	2004	Thomas Guhr Hans-Jürgen Stöckmann
+ PDF Chat	Angular Gelfand–Tzetlin coordinates for the supergroup UOSp(k1/2k2)	2003	Thomas Guhr Heiner Kohler
+ PDF Chat	A new method to estimate the noise in financial correlation matrices	2003	Thomas Guhr Bernd K lber
+ PDF Chat	Random matrix approach to cross correlations in financial data	2002	Vasiliki Plerou Parameswaran Gopikrishnan Bernd Rosenow Luı́s A. Nunes Amaral Thomas Guhr H. Eugene Stanley
+ PDF Chat	Recursive construction for a class of radial functions. I. Ordinary space	2002	Thomas Guhr Heiner Kohler
+ PDF Chat	Recursive construction for a class of radial functions. II. Superspace	2002	Thomas Guhr Heiner Kohler
+	Derivation of the Supersymmetric Harish--Chandra Integral for UOSp(k_1/2k_2)	2002	Thomas Guhr Heiner Kohler
+	Recursive Construction for a Class of Radial Functions I - Ordinary Space	2000	Thomas Guhr Heiner Kohler
+ PDF Chat	Stochastic Field Theory for a Dirac Particle Propagating in Gauge Field Disorder	2000	Thomas Guhr T. Wilke Hans A. Weidenmüller
+ PDF Chat	Impact of isospin breaking on the distribution of transition probabilities	2000	C. I. Barbosa Thomas Guhr H. L. Harney
+ PDF Chat	Equivalent of a thouless energy in lattice QCD Dirac spectra	2000	M.E. Berbenni Thomas Guhr Junzhang Ma Steffen Meyer T. Wilke
+	Recursive Construction for a Class of Radial Functions I - Ordinary Space	2000	Thomas Guhr Heiner Kohler
+ PDF Chat	Spectral correlations of the massive QCD Dirac operator at finite temperature	1999	Burkhard Seif Tilo Wettig Thomas Guhr
+ PDF Chat	Statistical analysis and the equivalent of a Thouless energy in lattice QCD Dirac spectra	1999	Thomas Guhr J.-Z. Ma S. Meyer T. Wilke
+	Spectral correlations in the crossover transition from a superposition of harmonic oscillators to the Gaussian unitary ensemble	1999	Thomas Guhr T. Papenbrock
+	Supersymmetric Generalization of Dyson’s Brownian Motion (Diffusion)	1999	Thomas Guhr
+ PDF Chat	Between Poisson and GUE Statistics: Role of the Breit–Wigner Width	1998	Klaus M. Frahm Thomas Guhr Axel Müller–Groeling
+	Coupled Microwave Billiards as a Model for Symmetry Breaking	1998	H. Alt C. I. Barbosa H.-D. Gräf Thomas Guhr H. L. Harney Ralph Hofferbert H. Rehfeld A. Richter
+ PDF Chat	Crossover to non-universal microscopic spectral fluctuations in lattice gauge theory	1998	M.E. Berbenni-Bitsch M. Göckeler Thomas Guhr A.D. Jackson Junzhang Ma S. Meyer Andreas Schäfer H. A. Weidenmüller Tilo Wettig T. Wilke
+ PDF Chat	Random-matrix theories in quantum physics: common concepts	1998	Thomas Guhr Axel Müller–Groeling Hans A. Weidenmüller
+ PDF Chat	Microscopic spectrum of the QCD Dirac operator with finite quark masses	1998	T. Wilke Thomas Guhr Tilo Wettig
+ PDF Chat	Statistical properties at the spectrum edge of the QCD Dirac operator	1998	Jian-Zhong Ma Thomas Guhr Tilo Wettig
+ PDF Chat	Universal spectral correlations of the Dirac operator at finite temperature	1997	Thomas Guhr Tilo Wettig
+	Quantization of HyperbolicN-Sphere Scattering Systems in Three Dimensions	1997	Michael Henseler A. Wirzba Thomas Guhr
+	Correlation-hole method for the spectra of superconducting microwave billiards	1997	H. Alt H.-D. Gräf Thomas Guhr H. L. Harney Ralph Hofferbert H. Rehfeld A. Richter P. Schardt
+ PDF Chat	Spectral correlations in the crossover between GUE and Poisson regularity: On the identification of scales	1997	Thomas Guhr Axel Müller–Groeling
+	The chiral phase transition, random matrix models, and lattice data	1997	Tilo Wettig Thomas Guhr Andreas Schäfer H. A. Weidenmüller
+ PDF Chat	An Itzykson–Zuber-like integral and diffusion for complex ordinary and supermatrices	1996	Thomas Guhr Tilo Wettig
+ PDF Chat	Transitions toward Quantum Chaos: With Supersymmetry from Poisson to Gauss	1996	Thomas Guhr
+ PDF Chat	Comment on: The Itzykson–Zuber integral for <i>U</i> <b>(</b> <i>m</i>\|<i>n</i> <b>)</b> [J. Math. Phys. <b>36</b>, 3085–3093 (1995)]	1996	Thomas Guhr
+	On the graded group U(1/1)	1993	Thomas Guhr
+	Fourier–Bessel analysis for ordinary and graded 2×2 Hermitian matrices	1993	Thomas Guhr
+	Dyson’s correlation functions and graded symmetry	1991	Thomas Guhr

Common Coauthors

Coauthor	Papers Together
Rudi Schäfer	39
Shanshan Wang	26
Mario Kieburg	19
Daniel Waltner	17
Michael Schreckenberg	16
Heiner Kohler	14
Boris Gutkin	14
Thilo A. Schmitt	14
Sebastian M. Krause	11
Michael C. Münnix	11
P. A. Braun	11
Maram Akila	10
Henrik M. Bette	10
Tim Wirtz	9
Andreas Mühlbacher	9
Tilo Wettig	8
Joachim Peinke	7
Nico Hahn	7
Edgar Jungblut	6
Omri Gat	6
Desislava Chetalova	6
Anton J. Heckens	6
A. Richter	6
Niels Søndergaard	6
Jonas A. Fiegen	5
T. Wilke	5
René Wegner	4
Boris Gutkin	4
Gernot Akemann	4
Joachim Sicking	4
Barbara Dietz	4
Sebastian Gartzke	4
Sebastian Neusüß	4
Johan Grönqvist	4
Sven Åberg	4
H. L. Harney	4
T. H. Seligman	4
Holger Dette	3
Philip Rinn	3
M. Miski-Oglu	3
Axel Müller–Groeling	3
Jens Hämmerling	3
Santosh Kumar	3
Steffen Meyer	3
F. Meier	3
Johannes Freese	3
Matthias Wächter	3
Jan A. Freund	3
Yuriy Stepanov	3
H. Eugene Stanley	3

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Random-matrix theories in quantum physics: common concepts	1998	Thomas Guhr Axel Müller–Groeling Hans A. Weidenmüller	59
+ PDF Chat	Identifying States of a Financial Market	2012	Michael C. Münnix Takashi Shimada Rudi Schäfer F. Leyvraz T. H. Seligman Thomas Guhr H. Eugene Stanley	31
+ PDF Chat	Noise Dressing of Financial Correlation Matrices	1999	Laurent Laloux Pierre Cizeau Jean‐Philippe Bouchaud Marc Potters	31
+ PDF Chat	Random matrix approach to cross correlations in financial data	2002	Vasiliki Plerou Parameswaran Gopikrishnan Bernd Rosenow Luı́s A. Nunes Amaral Thomas Guhr H. Eugene Stanley	29
+	Dyson’s correlation functions and graded symmetry	1991	Thomas Guhr	27
+ PDF Chat	Non-stationarity in financial time series: Generic features and tail behavior	2013	Thilo A. Schmitt Desislava Chetalova Rudi Schäfer Thomas Guhr	27
+	The planar approximation. II	1980	C. Itzykson Jean-Bernard Zuber	21
+	Introduction to Superanalysis	1987	Felix Alexandrovich Berezin	18
+ PDF Chat	Random matrix theory and spectral sum rules for the Dirac operator in QCD	1993	Edward Shuryak J. J. M. Verbaarschot	18
+ PDF Chat	Random Matrix Theory and Chiral Symmetry in QCD	2000	J. J. M. Verbaarschot Tilo Wettig	18
+ PDF Chat	Spectrum of the QCD Dirac operator and chiral random matrix theory	1994	J. J. M. Verbaarschot	17
+ PDF Chat	Average cross-responses in correlated financial markets	2016	Shanshan Wang Rudi Schäfer Thomas Guhr	16
+ PDF Chat	Evolution of worldwide stock markets, correlation structure, and correlation-based graphs	2011	Dong-Ming Song Michele Tumminello Wei‐Xing Zhou Rosario N. Mantegna	16
+ PDF Chat	Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series	1999	Vasiliki Plerou Parameswaran Gopikrishnan Bernd Rosenow Luı́s A. Nunes Amaral H. Eugene Stanley	15
+	Spherical Functions on a Semisimple Lie Group, I	1958	Harish-chandra Harish-Chandra	14
+ PDF Chat	Arbitrary unitarily invariant random matrix ensembles and supersymmetry	2006	Thomas Guhr	14
+	Aspects of Multivariate Statistical Theory	1984	Leon Jay Gleser Robb J. Muirhead	14
+ PDF Chat	Transitions toward Quantum Chaos: With Supersymmetry from Poisson to Gauss	1996	Thomas Guhr	13
+ PDF Chat	Integration on noncompact supermanifolds	1987	Mitchell Rothstein	13
+ PDF Chat	Credit risk and the instability of the financial system: An ensemble approach	2014	Thilo A. Schmitt Desislava Chetalova Rudi Schäfer Thomas Guhr	13
+ PDF Chat	Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes	2004	Jean‐Philippe Bouchaud Yuval Gefen Marc Potters Matthieu Wyart	13
+ PDF Chat	Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes	2004	Jean–Philippe Bouchaud Yuval Gefen Marc Potters Matthieu Wyart	13
+ PDF Chat	What really causes large price changes?	2004	J. Doyne Farmer László Gillemot Fabrizio Lillo Szabolcs Mike Anindya Sen	12
+	Arbitrary rotation invariant random matrix ensembles and supersymmetry: orthogonal and unitary-symplectic case	2009	Mario Kieburg Johan Grönqvist Thomas Guhr	12
+ PDF Chat	Dissecting cross-impact on stock markets: an empirical analysis	2017	Michael Benzaquen Iacopo Mastromatteo Zoltán Eisler J-P. Bouchaud	12
+	DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES	1967	V A Marčenko L. А. Pastur	12
+ PDF Chat	Superbosonization of Invariant Random Matrix Ensembles	2008	Peter Littelmann H.-J. Sommers Martin R. Zirnbauer	12
+ PDF Chat	The integral theorem for supersymmetric invariants	1989	F. Constantinescu Hans F. de Groote	11
+ PDF Chat	Cross-response in correlated financial markets: individual stocks	2016	Shanshan Wang Rudi Schäfer Thomas Guhr	11
+ PDF Chat	Microscopic understanding of heavy-tailed return distributions in an agent-based model	2012	Thilo A. Schmitt Rudi Schäfer Michael C. Münnix Thomas Guhr	11
+ PDF Chat	Why is equity order flow so persistent?	2014	Bence Tóth Imon Palit Fabrizio Lillo J. Doyne Farmer	11
+ PDF Chat	Stability and hierarchy of quasi-stationary states: financial markets as an example	2015	Yuriy Stepanov Philip Rinn Thomas Guhr Joachim Peinke Rudi Schäfer	11
+ PDF Chat	Dynamics of quasi-stationary systems: Finance as an example	2015	Philip Rinn Yuriy Stepanov Joachim Peinke Thomas Guhr Rudi Schäfer	11
+ PDF Chat	Zooming into market states	2015	Desislava Chetalova Rudi Schäfer Thomas Guhr	11
+	Aspects of Multivariate Statistical Theory	1982	Robb J. Muirhead	10
+ PDF Chat	The price impact of order book events: market orders, limit orders and cancellations	2011	Zoltán Eisler Jean‐Philippe Bouchaud Julien Kockelkoren	10
+ PDF Chat	Quantifying stock-price response to demand fluctuations	2002	Vasiliki Plerou Parameswaran Gopikrishnan Xavier Gabaix H. Eugene Stanley	10
+ PDF Chat	Riemannian symmetric superspaces and their origin in random-matrix theory	1996	Martin R. Zirnbauer	10
+ PDF Chat	Recursive construction for a class of radial functions. II. Superspace	2002	Thomas Guhr Heiner Kohler	10
+ PDF Chat	Negative moments of characteristic polynomials of random matrices: Ingham–Siegel integral as an alternative to Hubbard–Stratonovich transformation	2002	Yan V. Fyodorov	9
+ PDF Chat	Model for correlations in stock markets	2000	Jae Dong Noh	9
+ PDF Chat	PORTFOLIO RETURN DISTRIBUTIONS: SAMPLE STATISTICS WITH STOCHASTIC CORRELATIONS	2015	Desislava Chetalova Thilo A. Schmitt Rudi Schäfer Thomas Guhr	9
+ PDF Chat	Spectral density of the QCD Dirac operator near zero virtuality	1993	J. J. M. Verbaarschot Ismaïl Zahed	9
+ PDF Chat	Particle-time duality in the kicked Ising spin chain	2016	Maram Akila Daniel Waltner Boris Gutkin Thomas Guhr	9
+	The Oxford Handbook of Random Matrix Theory	2015	Gernot Akemann Jinho Baik Philippe Di Francesco	9
+ PDF Chat	Recursive construction for a class of radial functions. I. Ordinary space	2002	Thomas Guhr Heiner Kohler	9
+	Statistical Theory of the Energy Levels of Complex Systems. I	1962	Freeman J. Dyson	9
+ PDF Chat	The Long Memory of the Efficient Market	2004	Fabrizio Lillo J. Doyne Farmer	8
+ PDF Chat	Averages of characteristic polynomials in random matrix theory	2005	Alexei Borodin Eugene Strahov	8
+	Semiclassical theory of spectral rigidity	1985	Michael Berry	8