BibSonomy publications for /author/Kwapien http://www.bibsonomy.org/author/Kwapien BibSonomy RSS Feed for /author/Kwapien Stock market return distributions: From past to present Physica A http://www.bibsonomy.org/bibtex/28c02af4f0cd91bbc4e4c852a07e33966/smicha smicha 2008-04-25T09:19:38+02:00 Financial markets
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
]]> Components of multifractality in high-frequency stock returns Physica A http://www.bibsonomy.org/bibtex/2df4b2b8f444d359b5f8814f8807f8141/smicha smicha 2008-04-25T09:17:47+02:00 Multifractality
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
]]> Multifractality in the stock market: price increments versus waiting times Physica A http://www.bibsonomy.org/bibtex/2cd3bf4a2544680d3db65050a114ddded/smicha smicha 2008-04-25T09:16:04+02:00 Multifractality
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
]]> Asymptotic bounds for infinitely divisible sequences Stochastic Processes and their Applications http://www.bibsonomy.org/bibtex/21d9f3ce0de5a7bb705ff4bf520761c45/smicha smicha 2008-04-22T14:25:45+02:00 Infinitely divisible processes
Asymptotic bounds for infinitely divisible sequences
Stanislaw Kwapien and Jan Rosinski Stochastic Processes and their Applications 116 1622--1635 (2006)
to Infinitely divisible processes by smicha on 2008-04-22 14:25:45
]]> Nonextensive statistical features of the Polish stock market fluctuations Physica A http://www.bibsonomy.org/bibtex/24150bfab2b0f26c2c791782836a38a61/smicha smicha 2008-04-22T10:36:30+02:00 Financial markets
Nonextensive statistical features of the Polish stock market fluctuations
R. Rak and S. Drozdz and J. Kwapien Physica A: Statistical Mechanics and its Applications 374 315--324 (2007)
to Financial markets by smicha on 2008-04-22 10:36:30
]]> Alternation of different fluctuation regimes in the stock market dynamics Physica A http://www.bibsonomy.org/bibtex/233979c1a962814b00d6679ee1da24a00/smicha smicha 2008-04-22T10:36:30+02:00 Financial market
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
]]> Time scales involved in emergent market coherence Physica A http://www.bibsonomy.org/bibtex/2132ef5d17ee22929ed366f339f54f1a4/smicha smicha 2008-04-22T10:36:30+02:00 Financial correlations
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
]]> The bulk of the stock market correlation matrix is not pure noise Physica A http://www.bibsonomy.org/bibtex/20e40fedf91b8b5f515556aadd5b4ac97/smicha smicha 2008-04-22T10:36:30+02:00 Correlation matrix
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
]]> Decomposing the stock market intraday dynamics Physica A http://www.bibsonomy.org/bibtex/242205cec92a8d53fc929c414e38f25d8/smicha smicha 2008-04-22T10:36:30+02:00 imported
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
]]> Identifying complexity by means of matrices Physica A http://www.bibsonomy.org/bibtex/2f38482dfab4d01447b3f80c21fad4219/smicha smicha 2008-04-22T10:36:30+02:00 Natural complex systems
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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