Statistics
Publications
5
Citations
404
H-Index
5
Active since
2005
Philipp Weber is an author at University of Cologne specializing in business, economics, and finance.
Publications per year
2005–2008
5
5
Order book approach to price impact
Philipp Weber, Bernd Rosenow · Quantitative Finance · 2005 · 174 citations
Large stock price changes: volume or liquidity?
Philipp Weber, Bernd Rosenow · Quantitative Finance · 2006 · 97 citations
Statistical regularities in the return intervals of volatility
F. Wang, Philipp Weber, Kazuko Yamasaki et al. · The European Physical Journal B · 2006 · 45 citations
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