41 citations · 87 across the 8 of their papers we have counts for
4 papers · 1 filter
Scale free effects in world currency exchange network
A. Z. Gorski, S. Drozdz, J. Kwapien
A large collection of daily time series for 60 world currencies' exchange rates is considered. The correlation matrices are calculated and the corresponding Minimal Spanning Tree (…
Minimal Spanning Tree graphs and power like scaling in FOREX networks
A Z Gorski, S. Drozdz, J. Kwapien
Correlation matrices of foreign exchange rate time series are investigated for 60 world currencies. Minimal Spanning Tree (MST) graphs for the gold, silver and platinum are present…
Different fractal properties of positive and negative returns
P. Oswiecimka, J. Kwapien, S. Drozdz +2
We perform an analysis of fractal properties of the positive and the negative changes of the German DAX30 index separately using Multifractal Detrended Fluctuation Analysis (MFDFA)…
World currency exchange rate cross-correlations
S. Drozdz, A. Z. Gorski, J. Kwapien
World currency network constitutes one of the most complex structures that is associated with the contemporary civilization. On a way towards quantifying its characteristics we stu…