S. Drożdż

Available identifiers

Publication	Date of Publication	Type
Quantifying multifractal anisotropy in two dimensional objects	2025-01-14	Paper
Right-side-stretched multifractal spectra indicate small-worldness in networks	2020-10-21	Paper
Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis	2020-02-18	Paper
Warped phase coherence: An empirical synchronization measure combining phase and amplitude information	2019-03-11	Paper
https://portal.mardi4nfdi.de/entity/Q5359608	2017-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q5359672	2017-09-27	Paper
Multiscaling Edge Effects in an Agent-based Money Emergence Model	2017-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q5359804	2017-09-27	Paper
Alternation of different fluctuation regimes in the stock market dynamics	2003-11-23	Paper
Log-periodic self-similarity: an emerging financial law?	2003-05-21	Paper
Financial multifractality and its subtleties: An example of DAX	2002-11-26	Paper
Decomposing the stock market intraday dynamics	2002-06-04	Paper
Nature of order from random two-body interactions	2001-11-27	Paper
Quantifying the dynamics of financial correlations	2001-10-23	Paper
Towards identifying the world stock market cross-correlations: DAX versus Dow Jones	2001-06-21	Paper

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