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Prof. Dr. rer. nat. Thomas Guhr

Fakultät Physik

Raum
MG 325
Telefon
+ 49 203 379 4730/4731
Telefax
+49 203 379 47 32
E-Mail
thomas.guhr@uni-duisburg-essen.de
Webseite
http://www.theo-phys.uni-essen.de/tp/ags/guhr_dir/homepage.php?u=guhr

Funktionen

  • Stellv. Mitglied Gruppe der Hochschullehrerinnen und Hochschullehrer, Fakultätsrat Physik

  • Professor/in, Theoretische Physik

Die folgenden Publikationen sind in der Online-Universitätsbibliographie der Universität Duisburg-Essen verzeichnet. Weitere Informationen finden Sie gegebenenfalls auch auf den persönlichen Webseiten der Person.

    Artikel in Zeitschriften

  • Guhr, Thomas
    Statistical Topology : Distribution and Density Correlations of Winding Numbers in Chiral Systems
    In: Entropy Jg. 25 (2023) Nr. 2,
    ISSN: 1099-4300
    Online Volltext: dx.doi.org/ (Open Access)
  • Heckens, Anton J.; Guhr, Thomas
    A new attempt to identify long-term precursors for endogenous financial crises in the market correlation structures
    In: Journal of Statistical Mechanics: Theory and Experiment Jg. 2022 (2022) Nr. 4, S. 043401
    ISSN: 1742-5468
    Online Volltext: dx.doi.org/ (Open Access)
  • Wang, Shanshan; Gartzke, Sebastian; Schreckenberg, Michael; Guhr, Thomas
    Erratum: Collective behavior in the North Rhine-Westphalia motorway network (2021 J. Stat. Mech. 123401)
    In: Journal of Statistical Mechanics: Theory and Experiment Jg. 2022 (2022) Nr. 9, S. 099901
    ISSN: 1742-5468
    Online Volltext: dx.doi.org/ (Open Access)
  • Henao-Londono, Juan C.; Guhr, Thomas
    Foreign exchange markets : Price response and spread impact
    In: Physica A: Statistical Mechanics and its Applications Jg. 589 (2022)
    ISSN: 0378-4371; 1873-2119
    Online Volltext: dx.doi.org/ (Open Access)
  • Wang, Shanshan; Schreckenberg, Michael; Guhr, Thomas
    Identifying subdominant collective effects in a large motorway network
    In: Journal of Statistical Mechanics: Theory and Experiment Jg. 2022 (2022) Nr. 11,
    ISSN: 1742-5468
    Online Volltext: dx.doi.org/ (Open Access)
  • Heckens, Anton; Guhr, Thomas
    New collectivity measures for financial covariances and correlations
    In: Physica A: Statistical Mechanics and its Applications Jg. 604 (2022)
    ISSN: 0378-4371; 1873-2119
    Online Volltext: dx.doi.org/ (Open Access)
  • Gartzke, Sebastian; Wang, Shanshan; Guhr, Thomas; Schreckenberg, Michael
    Spatial correlation analysis of traffic flow on parallel motorways in Germany
    In: Physica A: Statistical Mechanics and its Applications Jg. 599 (2022)
    ISSN: 0378-4371; 1873-2119
    Online Volltext: dx.doi.org/ (Open Access)
  • Krause, Sebastian; Jungblut, Edgar; Guhr, Thomas
    Two price regimes in limit order books : Liquidity cushion and fragmented distant field
    In: Journal of Statistical Mechanics: Theory and Experiment Jg. 2022 (2022) Nr. 2,
    ISSN: 1742-5468
    Online Volltext: dx.doi.org/ (Open Access)
  • Braun, Petr; Hahn, Nico; Waltner, Daniel; Gat, Omri; Guhr, Thomas
    Winding number statistics of a parametric chiral unitary random matrix ensemble*
    In: Journal of Physics A: Mathematical and Theoretical Jg. 55 (2022) Nr. 22,
    ISSN: 1751-8113; 1751-8121
    Online Volltext: dx.doi.org/ (Open Access)
  • Meier, Felix; Waltner, Daniel; Braun, Petr; Guhr, Thomas
    A mapping between the spin and fermion algebra
    In: Journal of Physics A: Mathematical and Theoretical Jg. 54 (2021) Nr. 34,
    ISSN: 0301-0015; 1751-8121
    Online Volltext: dx.doi.org/ (Open Access)
  • Wang, Shanshan; Gartzke, Sebastian; Schreckenberg, Michael; Guhr, Thomas
    Collective behavior in the North Rhine-Westphalia motorway network
    In: Journal of Statistical Mechanics: Theory and Experiment Jg. 2021 (2021) Nr. 12,
    ISSN: 1742-5468
    Online Volltext: dx.doi.org/ (Open Access)
  • Guhr, Thomas; Schell, Andreas
    Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations
    In: Journal of Physics A: Mathematical and Theoretical Jg. 54 (2021) Nr. 12, S. 125002
    ISSN: 1751-8121; 1751-8113
    Online Volltext: dx.doi.org/ (Open Access)
  • Stepanov, Yuriy; Herrmann, Hendrik; Guhr, Thomas
    Generic features in the spectral decomposition of correlation matrices
    In: Journal of Mathematical Physics Jg. 62 (2021) Nr. 8,
    ISSN: 0022-2488; 1089-7658
    Online Volltext: dx.doi.org/ (Open Access)
  • Guhr, Thomas; Schell, Andreas
    Matrix moments in a real, doubly correlated algebraic generalization of the Wishart model
    In: Journal of Physics A: Mathematical and Theoretical Jg. 54 (2021) Nr. 12, S. 125203
    ISSN: 1751-8121; 1751-8113
    Online Volltext: dx.doi.org/ (Open Access)
  • Guhr, Thomas; Schell, Andreas
    Matrix moments in a real, doubly correlated algebraic generalization of the Wishart model
    In: Journal of Physics: A, Mathematical and theoretical Jg. 54 (2021) Nr. 12, S. 125203
    ISSN: 0301-0015; 1751-8121
    Online Volltext: dx.doi.org/ (Open Access)
  • Henao-Londono, Juan C.; Krause, Sebastian; Guhr, Thomas
    Price response functions and spread impact in correlated financial markets
    In: The European Physical Journal B: Condensed Matter and Complex Systems Jg. 94 (2021) Nr. 4, S. 78
    ISSN: 1434-6036; 1434-6028
    Online Volltext: dx.doi.org/ (Open Access)
  • Gnutzmann, Sven; Guhr, Thomas; Schomerus, Henning; Życzkowski, Karol
    Special issue in honour of the life and work of Fritz Haake
    In: Journal of Physics A: Mathematical and Theoretical Jg. 54 (2021) Nr. 13, S. 130301
    ISSN: 0301-0015; 1751-8121
    Online Volltext: dx.doi.org/ Online Volltext (Open Access)
  • Braun, Tobias; Waechter, Matthias; Peinke, Joachim; Guhr, Thomas
    Correlated power time series of individual wind turbines : A data driven model approach
    In: Journal of Renewable and Sustainable Energy Jg. 12 (2020) Nr. 2,
    ISSN: 1941-7012
    Online Volltext: dx.doi.org/ (Open Access)
  • Gutkin, Boris; Braun, Petr; Akila, Maram; Waltner, Daniel; Guhr, Thomas
    Exact local correlations in kicked chains
    In: Physical Review B Jg. 102 (2020) Nr. 17, S. 174307
    ISSN: 1095-3795; 1550-235X; 2469-9969; 0163-1829; 0556-2805; 1098-0121; 2469-9950
    Online Volltext: dx.doi.org/ (Open Access)
  • Hahn, Nico; Guhr, Thomas; Waltner, Daniel
    Hilbert space average of transition probabilities
    In: Physical Review E Jg. 101 (2020) Nr. 6-1, S. 062135
    ISSN: 2470-0053; 2470-0045
    Online Volltext: dx.doi.org/ (Open Access)
  • Wang, Shanshan; Gartzke, Sebastian; Schreckenberg, Michael; Guhr, Thomas
    Quasi-stationary states in temporal correlations for traffic systems : Cologne orbital motorway as an example
    In: Journal of Statistical Mechanics: Theory and Experiment Jg. 2020 (2020) Nr. 10, S. 103404
    ISSN: 1742-5468
    Online Volltext: dx.doi.org/ (Open Access)
  • Braun, Petr; Waltner, Daniel; Akila, Maram; Gutkin, Boris; Guhr, Thomas
    Transition from quantum chaos to localization in spin chains
    In: Physical Review E Jg. 101 (2020) Nr. 5, S. 052201
    ISSN: 2470-0053; 2470-0045
    Online Volltext: dx.doi.org/ (Open Access)
  • Heckens, Anton; Krause, Sebastian; Guhr, Thomas
    Uncovering the dynamics of correlation structures relative to the collective market motion
    In: Journal of Statistical Mechanics: Theory and Experiment Jg. 2020 (2020) Nr. 10, S. 103402
    ISSN: 1742-5468
    Online Volltext: dx.doi.org/ (Open Access)
  • Grimm, Stephan; Guhr, Thomas
    How spread changes affect the order book : comparing the price responses of order deletions and placements to trades
    In: The European Physical Journal B: Condensed Matter and Complex Systems Jg. 92 (2019) Nr. 6, S. 133
    ISSN: 1434-6036; 1434-6028
    Online Volltext: dx.doi.org/ (Open Access)
  • Braoun, Pjotr A.; Waltner, Daniel; Akila, Maram; Gutkin, Boris; Guhr, Thomas
    Transition from Quantum Chaos to Localization in Spin Chains
    In: De.arXiv.org Jg. 1902 (2019) Nr. 06265, S. 1 - 8
    (Open Access)
  • Sicking, Joachim; Guhr, Thomas; Schäfer, Rudi
    Concurrent credit portfolio losses
    In: PLoS ONE Jg. 13 (2018) S. e0190263
    ISSN: 1932-6203
    Online Volltext: dx.doi.org/ Online Volltext (Open Access)
  • Mühlbacher, Andreas; Guhr, Thomas
    Credit Risk Meets Random Matrices : Coping with Non-Stationary Asset Correlations
    In: Risks Jg. 6 (2018) Nr. 2, S. 42
    ISSN: 2227-9091
    Online Volltext: dx.doi.org/ (Open Access)
  • Krause, Sebastian; Fiegen, Jonas André; Guhr, Thomas
    Emergence of stylized facts during the opening of stock markets
    In: De.arXiv.org Jg. 1812 (2018) Nr. 07369, S. 1 - 8
    Online Volltext: dx.doi.org/ (Open Access)
  • Mühlbacher, Andreas; Guhr, Thomas
    Extreme Portfolio Loss Correlations in Credit Risk
    In: Risks Jg. 6 (2018) Nr. 3, S. 72
    ISSN: 2227-9091
    Online Volltext: dx.doi.org/ (Open Access)
  • Neusüß, Sebastian; Wang, Shanshan; Guhr, Thomas
    Grasping asymmetric information in price impacts
    In: The European Physical Journal B: Condensed Matter and Complex Systems Jg. 91 (2018) S. 266
    ISSN: 1434-6028
    Online Volltext: dx.doi.org/ (Open Access)
  • Braun, Tobias; Fiegen, Jonas André; Wagner, Daniel C.; Krause, Sebastian; Guhr, Thomas
    Impact and recovery process of mini flash crashes : An empirical study
    In: PLoS ONE Jg. 13 (2018) Nr. 5, S. e0196920
    ISSN: 1932-6203
    Online Volltext: dx.doi.org/ Online Volltext (Open Access)
  • Wang, Shanshan; Guhr, Thomas
    Local fluctuations of the signed traded volumes and the dependencies of demands: A copula analysis
    In: Journal of Statistical Mechanics: Theory and Experiment Jg. 2018 (2018) Nr. 3, S. 033407
    ISSN: 1742-5468
    Online Volltext: dx.doi.org/ (Open Access)
  • Vyas, Manan; Guhr, Thomas; Seligman, Thomas H.
    Multivariate analysis of short time series in terms of ensembles of correlation matrices
    In: Scientific Reports Jg. 8 (2018) Nr. 1, S. 14620
    ISSN: 2045-2322
    Online Volltext: dx.doi.org/ (Open Access)
  • Akila, Maram; Gutkin, Boris; Braun, Petr; Waltner, Daniel; Guhr, Thomas
    Semiclassical prediction of large spectral fluctuations in interacting kicked spin chains
    In: Annals of Physics Jg. 389 (2018) S. 250 - 282
    ISSN: 1096-035X; 0003-4916
    Online Volltext: dx.doi.org/ (Open Access)
  • Wang, Shanshan; Neusüß, Sebastian; Guhr, Thomas
    Statistical properties of market collective responses
    In: The European Physical Journal B: Condensed Matter and Complex Systems Jg. 91 (2018) Nr. 8, S. 191
    ISSN: 1434-6036; 1434-6028
    Online Volltext: dx.doi.org/ (Open Access)
  • Wirtz, Tim; Kieburg, Mario; Guhr, Thomas
    Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensembles
    In: Journal of physics: A, mathematical and theoretical Jg. 50 (2017) Nr. 23, S. 235203
    ISSN: 0305-4470; 1751-8113
    Online Volltext: dx.doi.org/ (Open Access)
  • Akila, Maram; Waltner, D.; Gutkin, B.; Braun, P.; Guhr, Thomas
    Collectivity and Periodic Orbits in a Chain of Interacting, Kicked Spins
    In: Acta Physica Polonica A Jg. 132 (2017) Nr. 6, S. 1661 - 1665
    ISSN: 1898-794X; 0587-4246
    Online Volltext: dx.doi.org/ (Open Access)
  • Kumar, Santosh; Dietz, Barbara; Guhr, Thomas; Richter, Achim
    Distribution of Off-Diagonal Cross Sections in Quantum Chaotic Scattering : Exact Results and Data Comparison
    In: Physical Review Letters Jg. 119 (2017) Nr. 24, S. 244102
    ISSN: 1079-7114; 0031-9007
    Online Volltext: dx.doi.org/ (Open Access)
  • Wang, Shanshan; Guhr, Thomas
    Microscopic Understanding of Cross-Responses Between Stocks : A Two-Component Price Impact Model
    In: Market Microstructure and Liquidity Jg. 03 (2017) Nr. 03n04, S. 1850009
    ISSN: 2382-6266; 2424-8037
    Online Volltext: dx.doi.org/ (Open Access)
  • Theißen, Martin; Krause, Sebastian; Guhr, Thomas
    Regularities and irregularities in order flow data
    In: The European Physical Journal B: Condensed Matter and Complex Systems Jg. 90 (2017) Nr. 11, S. 218
    ISSN: 1434-6036; 1434-6028
    Online Volltext: dx.doi.org/ (Open Access)
  • Akila, Maram; Waltner, Daniel; Gutkin, Boris; Braun, Petr; Guhr, Thomas
    Semiclassical Identification of Periodic Orbits in a Quantum Many-Body System
    In: Physical Review Letters Jg. 118 (2017) Nr. 16, S. 164101
    ISSN: 1079-7114; 0031-9007
    Online Volltext: dx.doi.org/ (Open Access)
  • Krause, Sebastian; Habel, Lars; Guhr, Thomas; Schreckenberg, Michael
    The importance of antipersistence for traffic jams
    In: EPL (Europhysics Letters) Jg. 118 (2017) Nr. 3, S. 38005
    ISSN: 1286-4854; 0295-5075
    Online Volltext: dx.doi.org/ (Open Access)
  • Waltner, Daniel; Braun, Petr; Akila, Maram; Guhr, Thomas
    Trace formula for interacting spins
    In: Journal of physics: A, mathematical and theoretical Jg. 50 (2017) Nr. 8, art. no. 085304
    ISSN: 0305-4470; 1751-8113
    Online Volltext: dx.doi.org/
  • Wang, Shanshan; Schäfer, Rudi; Guhr, Thomas
    Average cross-responses in correlated financial markets
    In: The European Physical Journal B (EPJ B): Condensed Matter and Complex Systems Jg. 89 (2016) Nr. 9, S. 207
    ISSN: 1434-6036; 1434-6028
    Online Volltext: dx.doi.org/ (Open Access)
  • Wang, Shanshan; Schäfer, Rudi; Guhr, Thomas
    Cross-response in correlated financial markets : individual stocks
    In: The European Physical Journal B: Condensed Matter and Complex Systems Jg. 89 (2016) Nr. 4, S. 105
    ISSN: 1434-6036
    Online Volltext: dx.doi.org/
  • Meudt, Frederik; Schmitt, Thilo A.; Schäfer, Rudi; Guhr, Thomas
    Equilibrium pricing in an order book environment: Case study for a spin model
    In: Physica A: Statistical Mechanics and its Applications Jg. 453 (2016) S. 228 - 235
    ISSN: 0378-4371; 1873-2119
    Online Volltext: dx.doi.org/ (Open Access)
  • Grela, Jacek; Guhr, Thomas
    Exact spectral densities of complex noise-plus-structure random matrices
    In: Physical review: E, Statistical, nonlinear and soft matter physics Jg. 94 (2016) S. 042130
    ISSN: 2470-0053; 1550-2376
    Online Volltext: dx.doi.org/ (Open Access)
  • Sicking, Joachim; Guhr, Thomas; Schäfer, Rudi
    Extreme Concurrent Portfolio Losses in Credit Risk
    In: De.arxiv.org Jg. 2016 (2016) S. 1604.06917
    Online Volltext
  • Wang, Shanshan; Guhr, Thomas
    Microscopic Understanding of Cross-Responses between Stocks : a Two-Component Price Impact Model
    In: De.arxiv.org Jg. 2016 (2016) S. 1609.04890
    Online Volltext
  • Akila, Maram; Waltner, Daniel; Gutkin, Boris; Guhr, Thomas
    Particle-time duality in the kicked Ising spin chain
    In: Journal of Physics: A, Mathematical and theoretical Jg. 49 (2016) Nr. 37, S. 375101
    ISSN: 1751-8121; 1361-6447
    Online Volltext: dx.doi.org/ (Open Access)
  • Schmitt, Thilo A.; Schäfer, Rudi; Wied, Dominik; Guhr, Thomas
    Spatial dependence in stock returns : local normalization and VaR forecasts
    In: Empirical Economics Jg. 50 (2016) Nr. 3, S. 1091 - 1109
    ISSN: 1435-8921; 0377-7332
    Online Volltext: dx.doi.org/; Online Volltext: dx.doi.org/ (Open Access)
  • Freese, Johannes; Gutkin, Boris; Guhr, Thomas
    Spreading in integrable and non-integrable many-body systems
    In: Physica A: Statistical Mechanics and its Applications Jg. 461 (2016) S. 683 - 693
    ISSN: 0378-4371; 1873-2119
    Online Volltext: dx.doi.org/ (Open Access)
  • Waltner, Daniel; Braun, Petr; Akila, Maram; Guhr, Thomas
    Trace formula for spin chains
    In: De.arxiv.org Jg. 2016 (2016) S. 1609.01191
    Online Volltext
  • Guhr, Thomas
    Chaotic Scattering : Exact Results and Microwave Experiments
    In: Acta Physica Polonica A Jg. 128 (2015) Nr. 6, S. 963 - 967
    ISSN: 1898-794X; 0587-4246
    Online Volltext: dx.doi.org/
  • Schäfer, Rudi; Barkhofen, Sonja; Guhr, Thomas; Stöckmann, Hans-Jürgen; Kuhl, Ulrich
    Compounding approach for univariate time series with nonstationary variances
    In: Physical Review E: Statistical, nonlinear, and soft matter physics Jg. 92 (2015) Nr. 6, S. 062901
    ISSN: 2470-0053; 1550-2376
    Online Volltext: dx.doi.org/ (Open Access)
  • Meudt, Frederik; Theißen, Martin; Schäfer, Rudi; Guhr, Thomas
    Constructing analytically tractable ensembles of stochastic covariances with an application to financial data
    In: Journal of Statistical Mechanics: Theory and Experiment (2015) Nr. 11, S. P11025
    ISSN: 1742-5468
    Online Volltext: dx.doi.org/ (Open Access)
  • Schmitt, Thilo A.; Schäfer, Rudi; Guhr, Thomas
    Credit risk : taking fluctuating asset correlations into account
    In: Journal of Statistical Mechanics: Theory and Experiment Jg. 11 (2015) Nr. 3, S. 73 - 94
    ISSN: 1742-5468
    Online Volltext: dx.doi.org/ (Open Access)
  • Rinn, Philip; Stepanov, Yuriy; Peinke, Joachim; Guhr, Thomas; Schäfer, Rudi
    Dynamics of quasi-stationary systems : finance as an example
    In: EPL (Europhysics Letters) Jg. 110 (2015) Nr. 6, S. 68003
    ISSN: 1286-4854; 0295-5075
    Online Volltext: dx.doi.org/ (Open Access)
  • Waltner, Daniel; Wirtz, Tim; Guhr, Thomas
    Eigenvalue density of the doubly correlated Wishart model : exact results
    In: Journal of Physics A: Mathematical and Theoretical Jg. 48 (2015) Nr. 17, S. 175204
    ISSN: 0305-4470; 1751-8113
    Online Volltext: dx.doi.org/ (Open Access)
  • Wirtz, Tim; Kieburg, Mario; Guhr, Thomas
    Limiting statistics of the largest and smallest eigenvalues in the correlated Wishart model
    In: epl Jg. 109 (2015) Nr. 2, S. 20005-p1 - 20005-p6
    ISSN: 1286-4854
    Online Volltext: dx.doi.org/ (Open Access)
  • Guhr, Thomas
    Non-stationarity in financial markets: Dynamics of market states versus generic features
    In: Acta Physica Polonica B Jg. 46 (2015) Nr. 9, S. 1625 - 1635
    ISSN: 1509-5770
    Online Volltext: dx.doi.org/
  • Chetalova, Desislava; Schmitt, Thilo A.; Schäfer, Rudi; Guhr, Thomas
    Portfolio return distributions : Sample statistics with stochastic correlations
    In: International journal of theoretical and applied finance : IJTAF Jg. 18 (2015) Nr. 2, S. 1550012
    Online Volltext: dx.doi.org/
  • Wang, Shanshan; Schäfer, Rudi; Guhr, Thomas
    Price response in correlated financial markets : empirical results
    In: De.arxiv.org Jg. 2015 (2015) S. 1510.03205
    Online Volltext
  • Schmitt, Thilo A.; Schäfer, Rudi; Dette, Holger; Guhr, Thomas
    Quantile correlations : Uncovering temporal dependencies in financial time series
    In: International journal of theoretical and applied finance Jg. 18 (2015) Nr. 7, S. 1550044
    Online Volltext: dx.doi.org/ (Open Access)
  • Ye, Bin; Guhr, Thomas; Qiu, Liang; Wang, Xuesong
    Spectral statistics in directed complex networks and universality of the Ginibre ensemble
    In: Communications in nonlinear science and numerical simulation Jg. 20 (2015) Nr. 3, S. 1026 - 1032
    ISSN: 1007-5704
    Online Volltext: dx.doi.org/
  • Stepanov, Yuriy; Rinn, Philip; Guhr, Thomas; Peinke, Joachim; Schäfer, Rudi
    Stability and hierarchy of quasi-stationary states : financial markets as an example
    In: Journal of Statistical Mechanics: Theory and Experiment (2015) Nr. 8, S. P08011
    ISSN: 1742-5468
    Online Volltext: dx.doi.org/ (Open Access)
  • Wirtz, Tim; Akemann, G.; Guhr, Thomas; Kieburg, Mario; Wegner, R.
    The smallest eigenvalue distribution in the real Wishart-Laguerre ensemble with even topology
    In: Journal of Physics A: Mathematical and Theoretical Jg. 48 (2015) Nr. 24, S. 245202
    ISSN: 0305-4470; 1751-8113
    Online Volltext: dx.doi.org/ (Open Access)
  • Chetalova, Desislava; Schäfer, Rudi; Guhr, Thomas
    Zooming into market states
    In: Journal of Statistical Mechanics: Theory and Experiment (2015) Nr. 1, S. 01029
    ISSN: 1742-5468
    Online Volltext: dx.doi.org/ (Open Access)
  • Münnix, Michael; Schäfer, Rudi; Guhr, Thomas
    A Random Matrix Approach to Credit Risk
    In: PLoS ONE Jg. 9 (2014) Nr. 5, S. e98030
    ISSN: 1932-6203
    Online Volltext: dx.doi.org/ (Open Access)
  • Wagner, D.C.; Wolf, Dietrich; Schäfer, Rudi; Schmitt, Thilo A.; Guhr, Thomas
    Analysis of a decision model in the context of equilibrium pricing and order book pricing
    In: Physica : europhysics journal. A Jg. 415 (2014) S. 347 - 353
    ISSN: 1873-2119
    Online Volltext: dx.doi.org/
  • Akemann, G.; Guhr, Thomas; Kieburg, Mario; Wegner, R.; Wirtz, Tim
    Completing the picture for the smallest eigenvalue of real Wishart matrices
    In: Physical Review Letters Jg. 113 (2014) Nr. 25, S. 250201
    ISSN: 1079-7114; 0031-9007
    Online Volltext: dx.doi.org/ (Open Access)
  • Schmitt, Thilo A.; Guhr, Thomas; Schäfer, Rudi; Chetalova, Desislava
    Credit risk and the instability of the financial system : An ensemble approach
    In: epl : a letters journal exploring the frontiers of physics Jg. 105 (2014) Nr. 3, S. 38004
    ISSN: 1286-4854
    Online Volltext: dx.doi.org/
  • Wirtz, Tim; Guhr, Thomas
    Distribution of the smallest eigenvalue in complex and real correlated Wishart ensembles
    In: Journal of Physics A: Mathematical and Theoretical Jg. 47 (2014) Nr. 7,
    ISSN: 1751-8121; 1361-6447; 0305-4470
    Online Volltext: dx.doi.org/ (Open Access)
  • Nock, A.; Kumar, Santosh; Sommers, Hans-Jürgen; Guhr, Thomas
    Distributions of off-diagonal scattering matrix elements : Exact results
    In: Annals of physics Jg. 342 (2014) S. 103 - 132
    Online Volltext: dx.doi.org/
  • Dietz, Barbara; Guhr, Thomas; Gutkin, Boris; Miski-Oglu, Maksym; Richter, Achim
    Spectral properties and dynamical tunneling in constant-width billiards
    In: Physical Review E: Statistical, nonlinear, and soft matter physics Jg. 90 (2014) Nr. 2, S. 022903
    ISSN: 2470-0053; 1550-2376
    Online Volltext: dx.doi.org/ (Open Access)
  • Kaymak, Vural; Kieburg, Mario; Guhr, Thomas
    The supersymmetry method for chiral random matrix theory with arbitrary rotation-invariant weights
    In: Journal of physics. A, Mathematical and theoretical Jg. 47 (2014) Nr. 29, S. 295201
    ISSN: 1751-8121; 1361-6447
    Online Volltext: dx.doi.org/ (Open Access)
  • Kumar, Santosh; Nock, Andre; Sommers, Hans-Jürgen; Guhr, Thomas; Dietz, Barbara; Miski-Oglu, Maksym; Richter, Achim; Schäfer, Florian
    Distribution of Scattering Matrix Elements in Quantum Chaotic Scattering
    In: Physical Review Letters Jg. 111 (2013) Nr. 3, S. 030403
    ISSN: 1079-7114; 0031-9007
    Online Volltext: dx.doi.org/
  • Wirtz, Tim; Guhr, Thomas
    Distribution of the Smallest Eigenvalue in the Correlated Wishart Model
    In: Physical Review Letters Jg. 111 (2013) S. 094101
    ISSN: 1079-7114; 0031-9007
    Online Volltext: dx.doi.org/
  • Schmitt, Thilo A.; Guhr, Thomas; Schäfer, Rudi; Chetalova, Desislava
    Non-stationarity in financial time series : Generic features and tail behavior
    In: epl: a letters journal exploring the frontiers of physics Jg. 103 (2013) Nr. 5, S. 58003
    ISSN: 1286-4854
    Online Volltext: dx.doi.org/ (Open Access)
  • Münnix, Michael; Shimada, Takashi; Schäfer, Rudi; Leyvraz, Francois; Seligman, Thomas H.; Guhr, Thomas; Stanley, H. Eugene
    Identifying states of a financial market
    In: Scientific Reports Jg. 2 (2012) Art. Nr. 00644
    ISSN: 2045-2322
    Online Volltext: dx.doi.org/
  • Schmitt, Thilo A.; Münnix, Michael; Schäfer, Rudi; Guhr, Thomas
    Microscopic understanding of heavy-tailed return distributions in an agent-based model
    In: epl : a letters journal exploring the frontiers of physics Jg. 100 (2012) Nr. 3, S. 38005
    ISSN: 1286-4854
    Online Volltext: dx.doi.org/
  • Recher, Christian; Kieburg, Mario; Guhr, Thomas; Zirnbauer, Martin R.
    Supersymmetry Approach to Wishart Correlation Matrices : Exact Results
    In: Journal of Statistical Physics Jg. 148 (2012) Nr. 6, S. 981 - 998
    ISSN: 1572-9613; 0022-4715
    Online Volltext: dx.doi.org/
  • Hämmerling, Jens; Gutkin, Boris; Guhr, Thomas
    Collective vs. single-particle motion in quantum many-body systems : Spreading and its semiclassical interpretation in the perturbative regime
    In: EPL (Europhysics Letters) Jg. 96 (2011) Nr. 2, S. 20007
    ISSN: 1286-4854; 0295-5075
    Online Volltext: dx.doi.org/ (Open Access)
  • Guhr, Thomas
    Doorway States Coupled to a Background : Fidelity and Survival Probability
    In: Acta physica Polonica: B, Particle physics and field theory, nuclear physics, theory of relativity Jg. 42 (2011) Nr. 5, S. 1045 - 1055
    ISSN: 1509-5770
    Online Volltext: dx.doi.org/ (Open Access)
  • Münnix, Michael; Schäfer, Rudi; Guhr, Thomas
    Statistical causes for the Epps effect in microstructure noise
    In: International journal of theoretical and applied finance : IJTAF Jg. 14 (2011) Nr. 8, S. 1231 - 1246
    Online Volltext: dx.doi.org/
  • Kieburg, Mario; Guhr, Thomas
    A new approach to derive Pfaffian structures for random matrix ensembles
    In: Journal of Physics / A Jg. 43 (2010) Nr. 13, S. 135204
    ISSN: 1751-8121; 1361-6447
    Online Volltext: dx.doi.org/
  • Hämmerling, Jens; Gutkin, Boris; Guhr, Thomas
    Collective versus single-particle motion in quantum many-body systems from the perspective of an integrable model
    In: Journal of Physics A: Mathematical and Theoretical Jg. 43 (2010) Nr. 26, S. 265101
    ISSN: 0305-4470; 1751-8121
    Online Volltext: dx.doi.org/
  • Münnix, Michael; Schäfer, Rudi; Guhr, Thomas
    Compensating asynchrony effects in the calculation of financial correlations
    In: Physica A: Statistical Mechanics and its Applications Jg. 389 (2010) Nr. 4, S. 767 - 779
    ISSN: 0378-4371; 1873-2119
    Online Volltext: dx.doi.org/ (Open Access)
  • Kohler, Heiner; Guhr, Thomas; Aberg, Sven
    Coupling coefficient distribution in the doorway mechanism
    In: New Journal of Physics (NJP) Jg. 12 (2010) Nr. 7, S. 073026
    ISSN: 1367-2630
    Online Volltext: dx.doi.org/ (Open Access)
  • Kieburg, Mario; Guhr, Thomas
    Derivation of determinantal structures for random matrix ensembles in a new way
    In: Journal of Physics / A Jg. 43 (2010) Nr. 7, S. 075201
    ISSN: 1751-8121; 1361-6447
    Online Volltext: dx.doi.org/
  • Recher, Christian; Kieburg, Mario; Guhr, Thomas
    Eigenvalue Densities of Real and Complex Wishart Correlation Matrices
    In: Physical Review Letters Jg. 105 (2010) Nr. 24, S. 244101
    ISSN: 1079-7114; 0031-9007
    Online Volltext: dx.doi.org/
  • Münnix, Michael; Schäfer, Rudi; Guhr, Thomas
    Impact of the tick-size on financial returns and correlations
    In: Physica A: Statistical Mechanics and its Applications Jg. 389 (2010) Nr. 21, S. 4828 - 4843
    ISSN: 0378-4371; 1873-2119
    Online Volltext: dx.doi.org/ (Open Access)
  • Schäfer, Rudi; Guhr, Thomas
    Local normalization : Uncovering correlations in non-stationary financial time series
    In: Physica / A Jg. 389 (2010) Nr. 18, S. 3856 - 3865
    ISSN: 1873-2119
    Online Volltext: dx.doi.org/
  • Avlund, M.; Ellegaard, C.; Oxborrow, M.; Guhr, Thomas; Søndergaard, N.
    Observation of Periodic Orbits on Curved Two-Dimensional Geometries
    In: Physical Review Letters Jg. 104 (2010) Nr. 16, S. 164101
    ISSN: 1079-7114; 0031-9007
    Online Volltext: dx.doi.org/
  • Schäfer, Rudi; Nillson, Nils Fredrik; Guhr, Thomas
    Power mapping with dynamical adjustment for improved portfolio optimization
    In: Quantitative Finance Jg. 10 (2010) Nr. 1, S. 107 - 119
    ISSN: 1469-7696; 1469-7688
    Online Volltext: dx.doi.org/
  • Kieburg, Mario; Sommers, Hans-Jürgen; Guhr, Thomas
    A comparison of the superbosonization formula and the generalized Hubbard-Stratonovich transformation
    In: Journal of Physics A: Mathematical and Theoretical Jg. 42 (2009) Nr. 27, S. 275206
    ISSN: 0305-4470; 1751-8121
    Online Volltext: dx.doi.org/
  • Kieburg, Mario; Grönqvist, Johan; Guhr, Thomas
    Arbitrary rotation invariant random matrix ensembles and supersymmetry : Orthogonal and unitary-symplectic case
    In: Journal of Physics A: Mathematical and Theoretical Jg. 42 (2009) Nr. 27, S. 275205
    ISSN: 0305-4470; 1751-8121
    Online Volltext: dx.doi.org/
  • Guhr, Thomas
    Doorway Mechanism in Many-Body Systems and in Quantum Billiards
    In: Acta Physica Polonica A Jg. 116 (2009) Nr. 5, S. 741 - 748
    ISSN: 1898-794X; 0587-4246
    Online Volltext: dx.doi.org/
  • Kieburg, Mario; Kohler, Heiner; Guhr, Thomas
    Integration of Grassmann variables over invariant functions on flat superspaces
    In: Journal of Mathematical Physics Jg. 50 (2009) Nr. 1, S. 013528
    ISSN: 1089-7658; 0022-2488
    Online Volltext: dx.doi.org/
  • Søndergaard, Niels; He, Yuhui; Fan, Chun; Han, Ruqi; Guhr, Thomas; Xu, Hongqi
    Strain distributions in lattice-mismatched semiconductor core-shell nanowires
    In: Journal of Vacuum Science and Technology B: Nanotechnology and Microelectronics Jg. 27 (2009) Nr. 2, S. 827 - 830
    ISSN: 1071-1023; 0734-211X; 2166-2746; 2166-2754
    Online Volltext: dx.doi.org/ (Open Access)
  • Grönqvist, Johan; Søndergaard, Niels; Boxberg, Fredrik; Guhr, Thomas; Åberg, Sven; Xu, Hongqi
    Strain in semiconductor core-shell nanowires
    In: Journal of Applied Physics Jg. 106 (2009) Nr. 5, S. 053508
    ISSN: 0021-8979; 1089-7550
    Online Volltext: dx.doi.org/ (Open Access)
  • Lehner, Christoph; Wettig, Tilo; Guhr, Thomas; Wei, Yi
    Character expansion method for supergroups and extended superversions of the Leutwyler-Smilga and Berezin-Karpelevich integrals
    In: Journal of Mathematical Physics Jg. 49 (2008) Nr. 6, S. 063510
    ISSN: 1089-7658; 0022-2488
    Online Volltext: dx.doi.org/
  • Åberg, Sven; Guhr, Thomas; Miski-Oglu, Maksym; Richter, Achim W.
    Superscars in billiards : A model for doorway states in quantum spectra
    In: Physical Review Letters Jg. 100 (2008) Nr. 20,
    ISSN: 1079-7114; 0031-9007
    Online Volltext: dx.doi.org/
  • Kohler, Heiner; Smolyarenko, Igor E.; Pineda, Carlos; Guhr, Thomas; Leyvraz, Francois; Seligman, Thomas H.
    Surprising relations between parametric level correlations and fidelity decay
    In: Physical Review Letters Jg. 100 (2008) Nr. 19,
    ISSN: 1079-7114; 0031-9007
    Online Volltext: dx.doi.org/
  • Schäfer, Rudi; Sjölin, Markus; Sundin, Andreas; Wolanski, Michal; Guhr, Thomas
    Credit risk—A structural model with jumps and correlations
    In: Physica A: Statistical Mechanics and its Applications Jg. 383 (2007) Nr. 2, S. 533 - 569
    ISSN: 0378-4371; 1873-2119
    Online Volltext: dx.doi.org/
  • Guhr, Thomas; Keppeler, Stefan
    Semiclassical limits for the QCD Dirac operator
    In: Annals of Physics Jg. 322 (2007) Nr. 2, S. 287 - 314
    ISSN: 0003-4916; 1096-035X
    Online Volltext: dx.doi.org/
  • Søndergaard, Niels; Ghatnekar-Nilsson, Sara; Guhr, Thomas; Montelius, Lars
    Understanding mechanical properties of nanostructures using Euler's theory
    In: Nanotechnology Jg. 18 (2007) Nr. 25, S. 25502
    ISSN: 1361-6528; 0957-4484
    Online Volltext: dx.doi.org/

    • Aufsätze

  • Mühlbacher, Andreas; Guhr, Thomas
    WKB-type-of approximation for rare event statistics in reacting systems
    (2019)
    (Open Access)

    • Beiträge in Sammelwerken und Tagungsbänden

  • Guhr, Thomas
    Exact results for chaotic scattering and experimental validation
    In: Nuclei and mesoscopic physics 2017 / Conference on Nuclei and Mesoscopic Physics, East Lansing, Michigan, USA, 6-10 March 2017 / Danielewicz, Pawel; Zelevinskij, Vladimir G. (Hrsg.) 2017, S. 020004
    ISBN: 9780735416048
    Online Volltext: dx.doi.org/
  • Guhr, Thomas
    Exact results for chaotic scattering and applications to microwave experiments
    In: 2016 URSI International Symposium on Electromagnetic Theory (EMTS) / URSI International Symposium on Electromagnetic Theory, 14-18 August 2016 in Espoo, Finland 2016, S. 670 - 673
    ISBN: 9781509025022; 978-1-5090-2503-9
    Online Volltext: dx.doi.org/
  • Schäfer, Rudi; Guhr, Thomas
    Credit Portfolio Risk and Diversification
    In: Credit Securitisations and Derivatives: Challenges for the Global Markets / Rösch, Daniel; Scheule, Harald (Hrsg.) 2013, S. 153 - 170
    ISBN: 978-1-11-996396-7
  • Guhr, Thomas
    Supersymmetry
    In: The Oxford handbook of random matrix theory / Akemann, Gernot (Hrsg.) 2011, S. 135 - 154
    ISBN: 978-0-19-957400-1