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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…