Thilo A. Schmitt

Microscopic understanding of heavy-tailed return distributions in an agent-based model

Thilo A. Schmitt, Rudi Schäfer, Michael C. Münnix et al. · Europhysics Letters (EPL) · 2012 · 23 citations · Full text

Business, Economics, Finance +17

Credit risk and the instability of the financial system: An ensemble approach

Thilo A. Schmitt, Desislava Chetalova, Rudi Schäfer et al. · Europhysics Letters (EPL) · 2014 · 23 citations · Full text

Business, Finance, Risk Management +12

PORTFOLIO RETURN DISTRIBUTIONS: SAMPLE STATISTICS WITH STOCHASTIC CORRELATIONS

Desislava Chetalova, Thilo A. Schmitt, Rudi Schäfer et al. · International Journal of Theoretical and Applied Finance · 2015 · 14 citations

Business, Economics, Finance +15