93 citations · 255 across the 4 of their papers we have counts for
9 papers
Financial Return Distributions: Past, Present, and COVID-19
Marcin Wątorek, Jarosław Kwapień, Stanisław Drożdż
We analyze the price return distributions of currency exchange rates, cryptocurrencies, and contracts for differences (CFDs) representing stock indices, stock shares, and commoditi…
Multiscale characteristics of the emerging global cryptocurrency market
Marcin Wątorek, Stanisław Drożdż, Jarosław Kwapień +3
The review introduces the history of cryptocurrencies, offering a description of the blockchain technology behind them. Differences between cryptocurrencies and the exchanges on wh…
Complexity in economic and social systems: cryptocurrency market at around COVID-19
Stanisław Drożdż, Jarosław Kwapień, Paweł Oświęcimka +2
Social systems are characterized by an enormous network of connections and factors that can influence the structure and dynamics of these systems. All financial markets, including…
Competition of noise and collectivity in global cryptocurrency trading: route to a self-contained market
Stanisław Drożdż, Ludovico Minati, Paweł Oświęcimka +2
Cross-correlations in fluctuations of the daily exchange rates within the basket of the 100 highest-capitalization cryptocurrencies over the period October 1, 2015, through March 3…
Multifractal Description of Streamflow and Suspended Sediment Concentration Data from Indian River Basins
Adarsh Sankaran, Drisya Sasi Dharan, Anand Vishnu Babykuttan +3
This study investigates the multifractality of streamflow data of 192 stations located in 13 river basins in India using the Multifractal Detrended Fluctuation Analysis (MF-DFA). T…
Signatures of crypto-currency market decoupling from the Forex
Stanisław Drożdż, Ludovico Minati, Paweł Oświęcimka +2
Based on the high-frequency recordings from Kraken, a cryptocurrency exchange and professional trading platform that aims to bring Bitcoin and other cryptocurrencies into the mains…