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researcher

R. Rak

8 papers hereh-index 14705 citations25 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3
  • last author5

Across the 8 of 8 papers where every author was matched, so the position is known.

fields
  • q-fin.ST4
  • physics.data-an3
  • physics.soc-ph1

identity via Semantic Scholar / OpenAlex

activity
20062011
most citedThe foreign exchange market: return distributions, multifractality, anomalous multifractality and Epps effect

74 citations · 220 across the 6 of their papers we have counts for

collaborators
Showing 2010Show all

1 paper · 1 filter

q-fin.ST2010★ 74 cited

The foreign exchange market: return distributions, multifractality, anomalous multifractality and Epps effect

Stanislaw Drozdz, Jaroslaw Kwapien, Pawel Oswiecimka +1

We present a systematic study of various statistical characteristics of high-frequency returns from the foreign exchange market. This study is based on six exchange rates forming t…

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