Rudi Schäfer

962 total citations
39 papers, 635 citations indexed

About

Rudi Schäfer is a scholar working on Economics and Econometrics, Finance and Statistical and Nonlinear Physics. According to data from OpenAlex, Rudi Schäfer has authored 39 papers receiving a total of 635 indexed citations (citations by other indexed papers that have themselves been cited), including 25 papers in Economics and Econometrics, 23 papers in Finance and 11 papers in Statistical and Nonlinear Physics. Recurrent topics in Rudi Schäfer's work include Complex Systems and Time Series Analysis (25 papers), Financial Risk and Volatility Modeling (21 papers) and Quantum chaos and dynamical systems (9 papers). Rudi Schäfer is often cited by papers focused on Complex Systems and Time Series Analysis (25 papers), Financial Risk and Volatility Modeling (21 papers) and Quantum chaos and dynamical systems (9 papers). Rudi Schäfer collaborates with scholars based in Germany, Mexico and United States. Rudi Schäfer's co-authors include Thomas Guhr, Michael C. Münnix, T. H. Seligman, H.‐J. Stöckmann, F. Leyvraz, H. Eugene Stanley, Takashi Shimada, T. Gorin, Ulrich Kuhl and Michael Barth and has published in prestigious journals such as Physical Review Letters, PLoS ONE and Scientific Reports.

In The Last Decade

Rudi Schäfer

38 papers receiving 616 citations

Peers

Rudi Schäfer

SNP

FINAN

AMPO

CMP

Vygintas Gontis Lithuania

Tetsuya Takaishi Japan

Belal E. Baaquie Singapore

Miquel Montero Spain

A. Z. Górski Poland

Darko Stošić Brazil

Lars Jaeger Germany

Jan Korbel Austria

Iacopo Mastromatteo France

Vygintas Gontis Lithuania

Rudi Schäfer

316 ×0.9

276 ×1.1

SNP

185 ×0.7

FINAN

114 ×0.7

AMPO

43 ×0.7

CMP

Citations per year, relative to Rudi Schäfer Rudi Schäfer (= 1×) peers Vygintas Gontis

Countries citing papers authored by Rudi Schäfer

Since Specialization

Citations

This map shows the geographic impact of Rudi Schäfer's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Rudi Schäfer with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Rudi Schäfer more than expected).

Fields of papers citing papers by Rudi Schäfer

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Rudi Schäfer. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Rudi Schäfer. The network helps show where Rudi Schäfer may publish in the future.

Co-authorship network of co-authors of Rudi Schäfer

This figure shows the co-authorship network connecting the top 25 collaborators of Rudi Schäfer. A scholar is included among the top collaborators of Rudi Schäfer based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Rudi Schäfer. Rudi Schäfer is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Guhr, Thomas, et al.. (2018). Concurrent credit portfolio losses. PLoS ONE. 13(2). e0190263–e0190263. 6 indexed citations

Schäfer, Rudi, et al.. (2016). Equilibrium pricing in an order book environment: Case study for a spin model. Physica A Statistical Mechanics and its Applications. 453. 228–235. 2 indexed citations

Schäfer, Rudi, et al.. (2016). Impact of nonstationarity on estimating and modeling empirical copulas of daily stock returns. The Journal of Risk. 19(1). 1–23. 4 indexed citations

Schäfer, Rudi, Sonja Barkhofen, Thomas Guhr, H.‐J. Stöckmann, & Ulrich Kuhl. (2015). Compounding approach for univariate time series with nonstationary variances. Physical Review E. 92(6). 62901–62901. 3 indexed citations

Guhr, Thomas, et al.. (2015). Stability and hierarchy of quasi-stationary states: financial markets as an example. Journal of Statistical Mechanics Theory and Experiment. 2015(8). P08011–P08011. 22 indexed citations

Münnix, Michael C., Rudi Schäfer, & Thomas Guhr. (2014). A Random Matrix Approach to Credit Risk. PLoS ONE. 9(5). e98030–e98030. 13 indexed citations

Wagner, Donald R., et al.. (2014). Analysis of a decision model in the context of equilibrium pricing and order book pricing. Physica A Statistical Mechanics and its Applications. 415. 347–353. 2 indexed citations

Schäfer, Rudi, et al.. (2014). Credit risk and the instability of the financial system: An ensemble approach. Europhysics Letters (EPL). 105(3). 38004–38004. 13 indexed citations

Schäfer, Rudi, et al.. (2013). Emerging spectra of singular correlation matrices under small power-map deformations. Physical Review E. 88(3). 32115–32115. 9 indexed citations

10.

Schäfer, Rudi, et al.. (2013). Spatial Dependence in Stock Returns - Local Normalization and VaR Forecasts. SSRN Electronic Journal. 1 indexed citations

11.

Münnix, Michael C., Takashi Shimada, Rudi Schäfer, et al.. (2012). Identifying States of a Financial Market. Scientific Reports. 2(1). 644–644. 152 indexed citations

12.

Schäfer, Rudi, et al.. (2012). Microscopic understanding of heavy-tailed return distributions in an agent-based model. Europhysics Letters (EPL). 100(3). 38005–38005. 12 indexed citations

13.

Münnix, Michael C., Rudi Schäfer, & Oliver Grothe. (2011). Estimating correlation and covariance matrices by weighting of market similarity. Quantitative Finance. 14(5). 931–939. 13 indexed citations

14.

Kuhl, Ulrich, Rudi Schäfer, & H.‐J. Stöckmann. (2011). Trends in Nano- and Micro-Cavities. BENTHAM SCIENCE PUBLISHERS eBooks. 12 indexed citations

15.

Schäfer, Rudi, et al.. (2007). Credit risk—A structural model with jumps and correlations. Physica A Statistical Mechanics and its Applications. 383(2). 533–569. 21 indexed citations

16.

Pineda, Carlos, Rudi Schäfer, Tomaž Prosen, & T. H. Seligman. (2006). Verification of generic fidelity recovery in a dynamical system. Physical Review E. 73(6). 66120–66120. 4 indexed citations

17.

Schäfer, Rudi, et al.. (2006). Directed emission from a dielectric microwave billiard with quadrupolar shape. New Journal of Physics. 8(3). 46–46. 15 indexed citations

18.

Schäfer, Rudi, H.‐J. Stöckmann, T. Gorin, & T. H. Seligman. (2005). Experimental Verification of Fidelity Decay: From Perturbative to Fermi Golden Rule Regime. Physical Review Letters. 95(18). 184102–184102. 40 indexed citations

19.

Schäfer, Rudi, et al.. (2005). Fidelity amplitude of the scattering matrix in microwave cavities. New Journal of Physics. 7. 152–152. 43 indexed citations

20.

Schäfer, Rudi, Michael Barth, F. Leyvraz, et al.. (2002). Transition from Gaussian-orthogonal to Gaussian-unitary ensemble in a microwave billiard with threefold symmetry. Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics. 66(1). 16202–16202. 18 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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