Marcin Wątorek
Sitert av
Sitert av
Bitcoin market route to maturity? Evidence from return fluctuations, temporal correlations and multiscaling effects
S Drożdż, R Gȩbarowski, L Minati, P Oświȩcimka, M Wa̧torek
Chaos: An Interdisciplinary Journal of Nonlinear Science 28 (7), 071101, 2018
Signatures of the crypto-currency market decoupling from the Forex
S Drożdż, L Minati, P Oświęcimka, M Stanuszek, M Wątorek
Future Internet 2019, 11(7), 154, 2019
Multifractal cross-correlations between the world oil and other financial markets in 2012–2017
M Wa̧torek, S Drożdż, P Oświȩcimka, M Stanuszek
Energy Economics 81, 874-885, 2019
Competition of noise and collectivity in global cryptocurrency trading: Route to a self-contained market
S Drożdż, L Minati, P Oświȩcimka, M Stanuszek, M Wa̧torek
Chaos: An Interdisciplinary Journal of Nonlinear Science 30 (2), 023122, 2020
Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis
R Gębarowski, P Oświęcimka, M Wątorek, S Drożdż
Nonlinear Dynamics 98 (3), 2349-2364, 2019
World Financial 2014-2016 Market Bubbles: Oil Negative-US Dollar Positive
M Wątorek, S Drożdż, P Oświęcimka
Acta Physica Polonica A 129, 2016
Complexity in economic and social systems: cryptocurrency market at around COVID-19
S Drożdż, J Kwapień, P Oświęcimka, T Stanisz, M Wątorek
Entropy 22 (9), 1043, 2020
Analyzing the streamflow-sediment links of three major river basins in India using multifractal theory
S Adarsh, M Watorek
IOP Conference Series: Earth and Environmental Science 491 (1), 012006, 2020
Multifractal description of streamflow and suspended sediment concentration data from Indian river basins
S Adarsh, DS Dharan, AR Nandhu, BA Vishnu, VK Mohan, M Wątorek
Acta Geophysica, 1-17, 2020
Ilościowe charakterystyki złożoności światowego rynku kryptowalut
M Wątorek
Institute of Nuclear Physics Polish Academy of Sciences, 2020
Log-Periodic Power Law and Generalized Hurst Exponent Analysis in Estimating an Asset Bubble Bursting Time
M Wątorek, B Stawiarski
e-Finanse 12 (3), 49-58, 2016
Cross-correlations between financial time series on different time scales
M Watorek
Multifractality versus log-periodicity in oil 2014-2016 negative bubble
M Watorek, S Drożdż, P Oświecimka
Multifractal cross-correlation and casual direction between energy and financial markets in 2014-2016
M Wątorek, P Oświęcimka, S Drożdż
Stochastic modeling of stock market speculative bubbles
M Watorek
Modelowanie giełdowych baniek spekulacyjnych
M Wątorek
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