papers
Publications (9)
cond-mat.soft2001
Decomposing the stock market intraday dynamics
J. Kwapien, S. Drozdz, F. Gruemmer +2
cond-mat1999
Imprints of log-periodic self-similarity in the stock market
S. Drozdz, F. Ruf, J. Speth +1
cond-mat.soft2001
Quantifying dynamics of the financial correlations
S. Drozdz, J. Kwapien, F. Gruemmer +2
cond-mat.stat-mech2000
Towards identifying the world stock market cross-correlations: DAX versus Dow Jones
S. Drozdz, F. Gruemmer, F. Ruf +1
cond-mat.soft2003
Are the contemporary financial fluctuations sooner converging to normal?
S. Drozdz, J. Kwapien, F. Gruemmer +2
cond-mat.stat-mech2001
Dynamics of correlations in the stock market
S. Drozdz, F. Gruemmer, F. Ruf +1
physics.soc-ph2005
Prediction oriented variant of financial log-periodicity and speculating about the stock market development until 2010
S. Drozdz, F. Gruemmer, F. Ruf +1
cond-mat.stat-mech1999
Dynamics of competition between collectivity and noise in the stock market
S. Drozdz, F. Gruemmer, F. Ruf +1
cond-mat.stat-mech2002
Log-periodic self-similarity: an emerging financial law?
S. Drozdz, F. Grummer, F. Ruf +1