activity
20052008
most citedMultifractal Model of Asset Returns versus real stock market dynamics

6 citations · 17 across the 5 of their papers we have counts for

collaborators

10 papers

q-fin.ST2008

Criticality Characteristics of Current Oil Price Dynamics

Stanislaw Drozdz, Jaroslaw Kwapien, Pawel Oswiecimka

Methodology that recently lead us to predict to an amazing accuracy the date (July 11, 2008) of reverse of the oil price up trend is briefly summarized and some further aspects of…

q-fin.ST2008

Different fractal properties of positive and negative returns

P. Oswiecimka, J. Kwapien, S. Drozdz +2

We perform an analysis of fractal properties of the positive and the negative changes of the German DAX30 index separately using Multifractal Detrended Fluctuation Analysis (MFDFA)…

q-fin.ST2008

Cross-correlations in Warsaw Stock Exchange

R. Rak, J. Kwapien, S. Drozdz +1

We study the inter-stock correlations for the largest companies listed on Warsaw Stock Exchange and included in the WIG20 index. Our results from the correlation matrix analysis in…

q-fin.ST2008

Current log-periodic view on future world market development

Stanislaw Drozdz, Jaroslaw Kwapien, Pawel Oswiecimka +1

Applicability of the concept of financial log-periodicity is discussed and encouragingly verified for various phases of the world stock markets development in the period 2000-2010.…

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…

physics.soc-ph20061 cited

Complexity characteristics of currency networks

A. Z. Gorski, S. Drozdz, J. Kwapien +1

A large set of daily FOREX time series is analyzed. The corresponding correlation matrices (CM) are constructed for USD, EUR and PLZ used as the base currencies. The triangle rule…