Issue Date | Title | Involved Person(s) |
2009 | Unified financial analysis : the missing links of finance | Brammertz, Willi; Akkizidis, Ioannis; Breymann, Wolfgang; Entin, Rami; Rüstmann, Marco Rainer Johann |
2009 | Empirical behavior of a world stock index from intra-day to monthly time scales | Breymann, Wolfgang; Lüthi, David; Platen, Eckhard |
2006 | Intraday empirical analysis and modeling of diversified world stock indices | Breymann, Wolfgang; Kelly, Leah; Platen, Eckhard |
2006 | Theory of financial risk and derivative pricing - from statistical physics to risk management (2nd ed.) | Breymann, Wolfgang |
2005 | Quantifying risk | Breymann, Wolfgang |
2005 | Multifractality in financial markets | Breymann, Wolfgang |
2004 | Dynamical-system models of transport : chaos characteristics, the macroscopic limit, and irreversibility | Vollmer, Jürgen; Tél, Tamás; Breymann, Wolfgang |
2003 | Dependence structures for multivariate high-frequency data in finance | Breymann, Wolfgang; Dias, Alexandra; Embrechts, Paul |
2000 | A stochastic cascade model for FX dynamics | Breymann, Wolfgang; Ghashghaie, Shoaleh; Talkner, Peter |
2000 | Quantum chaotic scattering with a mixed phase space : the three-disk billiard in a magnetic field | Eichengrün, Markus; Schirmacher, Walter; Breymann, Wolfgang |