The following pages link to S. Drożdż (Q184286):
Displayed 13 items.
- Alternation of different fluctuation regimes in the stock market dynamics (Q1414494) (← links)
- Decomposing the stock market intraday dynamics (Q1598989) (← links)
- Financial multifractality and its subtleties: An example of DAX (Q1847470) (← links)
- Log-periodic self-similarity: an emerging financial law? (Q1873955) (← links)
- Right-side-stretched multifractal spectra indicate small-worldness in networks (Q2205768) (← links)
- Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis (Q2296838) (← links)
- Warped phase coherence: An empirical synchronization measure combining phase and amplitude information (Q4627625) (← links)
- (Q5359608) (← links)
- (Q5359672) (← links)
- (Q5359804) (← links)
- Multiscaling Edge Effects in an Agent-based Money Emergence Model (Q5360098) (← links)
- Towards identifying the world stock market cross-correlations: DAX versus Dow Jones (Q5935276) (← links)
- Quantifying the dynamics of financial correlations (Q5947873) (← links)