70 citations · 109 across the 3 of their papers we have counts for
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q-fin.ST2016★ 39 cited
Minimum spanning tree filtering of correlations for varying time scales and size of fluctuations
Jaroslaw Kwapien, Pawel Oswiecimka, Marcin Forczek +1
Based on a recently proposed -dependent detrended cross-correlation coefficient , we generalize the concept of minimum spanning tree (MST) by introducing a family of -de…
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…