papers
Publications (7)
q-fin.ST2007
Stock market return distributions: from past to present
S. Drozdz, M. Forczek, J. Kwapien +2
physics.soc-ph2006
Multifractal Model of Asset Returns versus real stock market dynamics
P. Oswiecimka, J. Kwapien, S. Drozdz +2
physics.data-an2006
Correlation matrix decomposition of WIG20 intraday fluctuations
R. Rak, S. Drozdz, J. Kwapien +1
q-fin.ST2008
Different fractal properties of positive and negative returns
P. Oswiecimka, J. Kwapien, S. Drozdz +2
physics.data-an2006
Nonextensive statistical features of the Polish stock market fluctuations
R. Rak, S. Drozdz, J. Kwapien
physics.soc-ph2005
Detecting subtle effects of persistence in the stock market dynamics
R. Rak, S. Drozdz, J. Kwapien +1
q-fin.ST2008
Cross-correlations in Warsaw Stock Exchange
R. Rak, J. Kwapien, S. Drozdz +1