Paweł Oświęcimka
Paweł Oświęcimka
Institute of Nuclear Physics, Polish Academy of Sciences
Verifisert e-postadresse på ifj.edu.pl
Tittel
Sitert av
Sitert av
År
Wavelet versus detrended fluctuation analysis of multifractal structures
P Oświȩcimka, J Kwapień, S Drożdż
Physical Review E 74 (1), 016103, 2006
2902006
Multifractality in the stock market: price increments versus waiting times
P Oświe, J Kwapien, S Drozdz
Physica A 347, 626–638, 2005
1562005
Components of multifractality in high-frequency stock returns
J Kwapień, P Oświe, S Drożdż
Physica A 350 (2-4), 466–474, 2005
1412005
Detrended cross-correlation analysis consistently extended to multifractality
P Oświȩcimka, S Drożdż, M Forczek, S Jadach, J Kwapień
Physical Review E 89 (2), 023305, 2014
1142014
Quantitative features of multifractal subtleties in time series
S Drożdż, J Kwapień, P Oświecimka, R Rak
EPL (Europhysics Letters) 88 (6), 60003, 2010
1112010
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
104*2007
Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations
J Kwapień, P Oświęcimka, S Drożdż
Physical Review E 92 (5), 052815, 2015
822015
The bulk of the stock market correlation matrix is not pure noise
J Kwapień, S Drożdż, P Oświe
Physica A: Statistical Mechanics and its applications 359, 589-606, 2006
692006
Detecting and interpreting distortions in hierarchical organization of complex time series
S Drożdż, P Oświȩcimka
Physical Review E 91 (3), 030902, 2015
572015
Quantifying origin and character of long-range correlations in narrative texts
S Drożdż, P Oświȩcimka, A Kulig, J Kwapień, K Bazarnik, ...
Information Sciences 331, 32-44, 2016
462016
Effect of detrending on multifractal characteristics
P Oświęcimka, S Drożdż, J Kwapień, AZ Górski
Acta Physica Polonica A 123, 597-603, 2013
372013
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
342015
Stock returns versus trading volume: is the correspondence more general?
R Rak, S Drozdz, J Kwapien, P Oswiecimka
Acta Physica Polonica B 44, 2035-2050, 2013
302013
Asymmetric matrices in an analysis of financial correlations
J Kwapien, S Drozdz, AZ Gorski, P Oswiecimka
Acta Physica Polonica B 37, 3039-3048, 2006
302006
Different fractal properties of positive and negative returns
P Oswiecimka, J Kwapien, S Drozdz, AZ Górski, R Rak
Acta Physica Polonica A 114, 547-553, 2008
292008
Criticality characteristics of current oil price dynamics
S Drozdz, J Kwapien, P Oswiecimka
Acta Physica Polonica A 114, 699-702, 2008
292008
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
252018
Current log-periodic view on future world market development
S Drozdz, J Kwapien, P Oswiecimka, J Speth
Acta Physica Polonica A 114, 539-546, 2008
252008
Multifractal model of asset returns versus real stock market dynamics
P Oswiecimka, J Kwapien, S Drozdz, AZ Górski, R Rak
Acta Physica Polonica B 37, 3083-3092, 2006
242006
Minimum spanning tree filtering of correlations for varying time scales and size of fluctuations
J Kwapień, P Oświęcimka, M Forczek, S Drożdż
Physical Review E 95 (5), 052313, 2017
202017
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Artikler 1–20