1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.ST2014★ 1 cited
Empirical symptoms of catastrophic bifurcation transitions on financial markets: A phenomenological approach
M. Kozłowska, T. Gubiec, T. R. Werner +4
The principal aim of this work is the evidence on empirical way that catastrophic bifurcation breakdowns or transitions, proceeded by flickering phenomenon, are present on notoriou…
physics.soc-ph2006
Dynamics of the Warsaw Stock Exchange index as analysed by the nonhomogeneous fractional relaxation equation
Marzena Kozlowska, Ryszard Kutner
We analyse the dynamics of the Warsaw Stock Exchange index WIG at a daily time horizon before and after its well defined local maxima of the cusp-like shape decorated with oscillat…