341 citations · 2.1k across the 59 of their papers we have counts for
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q-fin.ST2007★ 4 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.ST2007★ 32 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.ST2007★ 70 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…