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publications

(15)

• Stock market return distributions: From past to present
  S. Drozdz and M. Forczek and J. Kwapien and P. Oswiecimka and R. Rak Physica A: Statistical Mechanics and its Applications 383 59--64 (2007)
  to Financial markets by smicha on 2008-04-25 09:19:38
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• Components of multifractality in high-frequency stock returns
  J. Kwapien and P. Oswiecimka and S. Drozdz Physica A: Statistical Mechanics and its Applications 350 466--474 (2005)
  to Multifractality by smicha on 2008-04-25 09:17:47
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• Multifractality in the stock market: price increments versus waiting times
  P. Oswiecimka and J. Kwapien and S. Drozdz Physica A: Statistical Mechanics and its Applications 347 626--638 (2005)
  to Multifractality by smicha on 2008-04-25 09:16:04
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• Alternation of different fluctuation regimes in the stock market dynamics
  J. Kwapien and S. Drozdz and J. Speth Physica A: Statistical Mechanics and its Applications 330 605--621 (2003)
  to Financial market by smicha on 2008-04-22 10:36:30
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• Time scales involved in emergent market coherence
  J. Kwapien and S. Drozdz and J. Speth Physica A: Statistical and Theoretical Physics 337 231--242 (2004)
  to Financial correlations by smicha on 2008-04-22 10:36:30
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• The bulk of the stock market correlation matrix is not pure noise
  J. Kwapien and S. Drozdz and P. Oswie?cimka Physica A: Statistical Mechanics and its Applications 359 589--606 (2006)
  to Correlation matrix by smicha on 2008-04-22 10:36:30
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• Decomposing the stock market intraday dynamics
  J. Kwapien and S. Drozdz and F. Gr{\"u}mmer and F. Ruf and J. Speth Physica A: Statistical Mechanics and its Applications 309 171--182 (2002)
  to imported by smicha on 2008-04-22 10:36:30
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• Financial multifractality and its subtleties: an example of DAX
  A. Z. G{\'o}rski and S. Drozdz and J. Speth Physica A: Statistical Mechanics and its Applications 316 496--510 (2002)
  to imported by smicha on 2008-04-22 10:36:30
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• Nature of order from random two-body interactions
  S. Drozdz and M. W{\'o}jcik Physica A: Statistical Mechanics and its Applications 301 291--300 (2001)
  to Complex systems by smicha on 2008-04-22 10:36:30
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• Identifying complexity by means of matrices
  S. Drozdz and J. Kwapien and J. Speth and M. W{\'o}jcik Physica A: Statistical Mechanics and its Applications 314 355--361 (2002)
  to Natural complex systems by smicha on 2008-04-22 10:36:30
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