41 citations · 87 across the 8 of their papers we have counts for
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physics.soc-ph2006★ 1 cited
Complexity characteristics of currency networks
A. Z. Gorski, S. Drozdz, J. Kwapien +1
A large set of daily FOREX time series is analyzed. The corresponding correlation matrices (CM) are constructed for USD, EUR and PLZ used as the base currencies. The triangle rule…
physics.soc-ph2006★ 6 cited
Asymmetric matrices in an analysis of financial correlations
J. Kwapien, S. Drozdz, A. Z. Gorski +1
Financial markets are highly correlated systems that reveal both the inter-market dependencies and the correlations among their different components. Standard analyzing techniques…
physics.soc-ph2006★ 6 cited
Multifractal Model of Asset Returns versus real stock market dynamics
P. Oswiecimka, J. Kwapien, S. Drozdz +2
There is more and more empirical evidence that multifractality constitutes another and perhaps the most significant financial stylized fact. A realistic model of the financial dyna…