Filip Świtała

Affiliation:

Warsaw University, Faculty of Physics

Publications:

1. Non-linear long-term autocorrelations present in empirical and synthetic high-frequency financial time-series. Possibility of risk classification
2. Possible origin of the non-linear long-term autocorrelations within the Gaussian regime
3. Remarks on the possible universal mechanism of the non-linear long-term autocorrelations in financial time-series
4. Stochastic simulations of time series within Weierstrass–Mandelbrot walks
5. Study of the non-linear autocorrelations within the Gaussian regime