Rafal Rak
Tittel
Sitert av
Sitert av
År
Quantitative features of multifractal subtleties in time series
S Drożdż, J Kwapień, P Oświecimka, R Rak
EPL (Europhysics Letters) 88 (6), 60003, 2010
1132010
Stock market return distributions: From past to present
S Drożdż, M Forczek, J Kwapień, P Oświe, R Rak
Physica A: Statistical Mechanics and its Applications 383 (1), 59-64, 2007
106*2007
Investigating multifractality of stock market fluctuations using wavelet and detrending fluctuation methods
P Oświęcimkaa, J Kwapieńa, S Drożdż, R Rak
Acta Physica Polonica B 36 (8), 2005
722005
Nonextensive statistical features of the Polish stock market fluctuations
R Rak, S Drożdż, J Kwapień
Physica A: statistical mechanics and its applications 374 (1), 315-324, 2007
612007
Detrended cross-correlations between returns, volatility, trading activity, and volume traded for the stock market companies
R Rak, S Drożdż, J Kwapień, P Oświȩcimka
EPL (Europhysics Letters) 112 (4), 48001, 2015
372015
Stock returns versus trading volume: is the correspondence more general?
R Rak, S Drozdz, J Kwapien, P Oswiecimka
arXiv preprint arXiv:1310.7018, 2013
302013
Different fractal properties of positive and negative returns
P Oswiecimka, J Kwapien, S Drozdz, AZ Górski, R Rak
arXiv preprint arXiv:0803.1374, 2008
292008
Multifractal model of asset returns versus real stock market dynamics
P Oswiecimka, J Kwapien, S Drozdz, AZ Górski, R Rak
arXiv preprint physics/0605147, 2006
252006
Quantitative approach to multifractality induced by correlations and broad distribution of data
R Rak, D Grech
Physica A: Statistical Mechanics and its Applications 508, 48-66, 2018
142018
Dynamical variety of shapes in financial multifractality
S Drożdż, R Kowalski, P Oświȩcimka, R Rak, R Gȩbarowski
Complexity 2018, 2018
122018
Multifractal flexibly detrended fluctuation analysis
R Rak, P Zięba
arXiv preprint arXiv:1510.05115, 2015
72015
Cross-correlations in warsaw stock exchange
R Rak, J Kwapien, S Drozdz, P Oswiecimka
arXiv preprint arXiv:0803.0057, 2008
72008
Correlation matrix decomposition of WIG20 intraday fluctuations
R Rak, S Drozdz, J Kwapien, P Oswiecimka
arXiv preprint physics/0606041, 2006
72006
Computational approach to multifractal music
P Oswiecimka, J Kwapien, I Celinska, S Drozdz, R Rak
arXiv preprint arXiv:1106.2902, 2011
62011
Ilościowe charakterystyki fluktuacji i korelacji na polskim rynku akcji
R Rak
rozprawa doktorska, Uniwersytet Rzeszowski, 2008
52008
Detecting subtle effects of persistence in the stock market dynamics
R Rak, S Drozdz, J Kwapien, P Oswiecimka
arXiv preprint physics/0504158, 2005
52005
Route to chaos in generalized logistic map
R Rak, E Rak
arXiv preprint arXiv:1502.00248, 2015
42015
Computational approach to multifractal music
P Oświęcimka, J Kwapień, I Celińska, S Drożdż, R Rak
arXiv preprint arXiv:1106.2902, 2011
42011
Universal features of mountain ridge networks on Earth
R Rak, J Kwapień, P Oświȩcimka, P Ziȩba, S Drożdż
Journal of Complex Networks 8 (1), cnz017, 2020
22020
Quantitative Characteristics of Correlations of Meteorological Data
R Rak, S Bwanakare
Acta Physica Polonica A 129 (5), 922-926, 2016
22016
Systemet kan ikke utføre handlingen. Prøv igjen senere.
Artikler 1–20