116 citations · 440 across the 12 of their papers we have counts for
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cond-mat.stat-mech2002★ 50 cited
Log-periodic self-similarity: an emerging financial law?
S. Drozdz, F. Grummer, F. Ruf +1
A hypothesis that the financial log-periodicity, cascading self-similarity through various time scales, carries signatures of a law is pursued. It is shown that the most significan…
cond-mat.soft2002★ 11 cited
Are the contemporary financial fluctuations sooner converging to normal?
S. Drozdz, J. Kwapien, F. Gruemmer +2
Based on the tick-by-tick price changes of the companies from the U.S. and from the German stock markets over the period 1998-99 we reanalyse several characteristics established by…
cond-mat.stat-mech2002★ 53 cited
Financial multifractality and its subtleties: an example of DAX
A. Z. Gorski, S. Drozdz, J. Speth
Detailed study of multifractal characteristics of the financial time series of asset values and of its returns is performed using a collection of the high frequency Deutsche Aktien…