activity
20072009
most citedStock market return distributions: from past to present

70 citations · 161 across the 6 of their papers we have counts for

collaborators

6 papers

q-fin.ST2009

Analysis of a network structure of the foreign currency exchange market

Jaroslaw Kwapien, Sylwia Gworek, Stanislaw Drozdz +1

We analyze structure of the world foreign currency exchange (FX) market viewed as a network of interacting currencies. We analyze daily time series of FX data for a set of 63 curre…

q-fin.ST200914 cited

Structure and evolution of the foreign exchange networks

Jaroslaw Kwapien, Sylwia Gworek, Stanislaw Drozdz

We investigate topology and temporal evolution of the foreign currency exchange market viewed from a weighted network perspective. Based on exchange rates for a set of 46 currencie…

q-fin.ST200841 cited

Scale free effects in world currency exchange network

A. Z. Gorski, S. Drozdz, J. Kwapien

A large collection of daily time series for 60 world currencies' exchange rates is considered. The correlation matrices are calculated and the corresponding Minimal Spanning Tree (…

q-fin.ST20074 cited

Empirics versus RMT in financial cross-correlations

S. Drozdz, J. Kwapien, P. Oswiecimka

In order to pursue the issue of the relation between the financial cross-correlations and the conventional Random Matrix Theory we analyse several characteristics of the stock mark…

q-fin.ST200732 cited

World currency exchange rate cross-correlations

S. Drozdz, A. Z. Gorski, J. Kwapien

World currency network constitutes one of the most complex structures that is associated with the contemporary civilization. On a way towards quantifying its characteristics we stu…

q-fin.ST200770 cited

Stock market return distributions: from past to present

S. Drozdz, M. Forczek, J. Kwapien +2

We show that recent stock market fluctuations are characterized by the cumulative distributions whose tails on short, minute time scales exhibit power scaling with the scaling inde…