Thomas Guhr (Former)
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- 2003
-
Mark
A new method to estimate the noise in financial correlation matrices
(
- Contribution to journal › Article
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Mark
Angular gelfand-tzetlin coordinates for the supergroup UOSp(k(1)/2k(2))
(
- Contribution to journal › Article
-
Mark
Experiments on elastomechanical wave functions in chaotic plates and their statistical features
(
- Contribution to journal › Article
- 2002
-
Mark
Random matrix approach to cross correlations in financial data
(
- Contribution to journal › Article
-
Mark
Recursive construction for a class of radial functions. II. Superspace
(
- Contribution to journal › Article
-
Mark
Recursive construction for a class of radial functions. I. Ordinary space
(
- Contribution to journal › Article