Rudi Schäfer

Arago GmbH

Rudi Schäfer, born in Lauterbach (Germany), studied physics at the University of Marburg where he received his Master's degree in experimental physics. In his PhD project he continued his research on quantum chaos in Marburg and defended his thesis in 2004. Rudi Schäfer held postdoctoral positions at the University of Palermo (Italy) and at the University of Lund (Sweden). From 2008 until 2015, he was leading a junior research group on econophysics at the University of Duisburg-Essen (Germany), where he attained his habilitation in 2013. In November 2015 Rudi Schäfer joined arago GmbH (Frankfurt, Germany) as Head of Data Science.

Articles by Rudi Schäfer

Original research

Impact of nonstationarity on estimating and modeling empirical copulas of daily stock returns

This paper investigates the extent to which the nonstationarity of financial time series affects both the estimation and the modeling of empirical copulas.

05 Oct 2016

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