Heather J. Ruskin

Economics and Econometrics · 2007–2009

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 9 citations into it
• Condensed Matter Physics — 6 citations into it

Whom Heather J. Ruskin trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. L. Laloux
2. Jean-Philippe Bouchaud
3. Marc Potters
4. Bernd Rosenow

Papers from Heather J. Ruskin's perspective

Ordered by how strongly the researchers Heather J. Ruskin trusts endorse each paper. Same corpus, a different order for every researcher.

1. Random matrix approach to cross correlations in financial data. (Physical review. E, Statistical, nonlinear, and soft matter physics)
2. Noise Dressing of Financial Correlation Matrices
3. RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS
4. Random Matrices
5. Theory Of Financial Risk And Derivative Pricing
6. Random Matrix Theory and Fund of Funds Portfolio Optimisation
7. Statistical Theory of the Energy Levels of Complex Systems. I
8. Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series
9. Statistics for long-memory processes
10. Free Random Variables

Their papers

• Random Matrix Theory and Fund of Funds Portfolio Optimisation (2007) — 66 citations
• Cross-Correlation Dynamics in Financial Time Series (2009) — 80 citations