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19 April 2024
 
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Results 1 to 20 of 27 for query "J.Kwapien". (0.01 sec.)

[    1    2    ]   Next
1.
Time scales involved in market emergence
J. Kwapien; S. Drozdz; J. Speth;
5 Nov 2003   /  Physica A 337 (2004) 231-242
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2.
Alternation of different fluctuation regimes in the stock market dynamics
J. Kwapien; S. Drozdz; J. Speth;
24 Jun 2003   /  Physica A 330 (2003) 605-621
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3.
Are the contemporary financial fluctuations sooner converging to normal?
S. Drozdz; J. Kwapien; F. Gruemmer; F. Ruf; J. Speth;
12 Aug 2002   /  Acta Phys. Pol. B 34 (2003) 4293-4306
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4.
Identifying Complexity by Means of Matrices
S. Drozdz; J. Kwapien; J. Speth; M. Wojcik;
14 Dec 2001   /  Physica A314 (2002) 355-361
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5.
Decomposing the stock market intraday dynamics
J. Kwapien; S. Drozdz; F. Gruemmer; F. Ruf; J. Speth;
3 Aug 2001   /  Physica A 309 (2002) 171-182
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6.
Quantifying dynamics of the financial correlations
S. Drozdz; J. Kwapien; F. Gruemmer; F. Ruf; J. Speth;
22 Feb 2001   /  Physica A, 299 (2001) 144
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7.
The bulk of the stock market correlation matrix is not pure noise
J.Kwapien; P.Oswiecimka; S.Drozdz;
10 May 2005
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8.
Components of multifractality in high-frequency stock returns
J.Kwapien; P.Oswiecimka; S.Drozdz;
4 Nov 2004   /  Physica A 350 (2005) 466-474
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9.
Multifractality in the stock market: price increments versus waiting times
P.Oswiecimka; J.Kwapien; S.Drozdz;
12 Aug 2004   /  Physica A 347 (2005) 626-638
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10.
Temporal correlations versus noise in the correlation matrix formalism: an example of the brain auditory response
J. Kwapien; S. Drozdz; A.A. Ioannides;
11 Feb 2000   /  Phys. Rev. E, 62 (2000) 5557-5564
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11.
Cooperative dynamics in auditory brain response
J. Kwapien; S. Drozdz; L. C. Liu; A. A. Ioannides;
2 Apr 1998   /  Phys. Rev. E 58 (1998) 6359-6367
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12.
Coherent Patterns in Nuclei and in Financial Markets
S. Drozdz; J. Kwapien; J. Speth;
6 Sep 2010
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13.
Scale free effects in world currency exchange network
A. Z. Gorski; S. Drozdz; J. Kwapien;
Rating:   3/5
7 Oct 2008
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14.
Minimal Spanning Tree graphs and power like scaling in FOREX networks
A Z Gorski; S. Drozdz; J. Kwapien;
2 Sep 2008
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15.
Different fractal properties of positive and negative returns
P. Oswiecimka; J. Kwapien; S. Drozdz; A. Z. Gorski; R. Rak;
10 Mar 2008
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16.
Cross-correlations in Warsaw Stock Exchange
R.Rak; J.Kwapien; S.Drozdz; P.Oswiecimka;
1 Mar 2008
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17.
Empirics versus RMT in financial cross-correlation
S. Drozdz; J. Kwapien; P. Oswiecimka;
5 Nov 2007
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18.
World currency exchange rate cross-correlation
S. Drozdz; A.Z. Gorski; J. Kwapien;
31 Aug 2007
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19.
Stock market return distributions: from past to present
S. Drozdz; M. Forczek; J. Kwapien; P. Oswiecimka; R. Rak;
5 Apr 2007
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20.
Correlation matrix decomposition of WIG20 intraday fluctuations
R.Rak; S.Drozdz; J.Kwapien; P.Oswiecimka;
5 Jun 2006
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