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Paweł Oświęcimka

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Affiliation:

Polish Academy of Sciences, Institute of Nuclear Physics

address: Radzikowskiego 152, Kraków, 31-342, Poland
phone: 012-662-8209
fax: 012-662-8458
web: http://www.ifj.edu.pl

Publications:
  1. Analysis of a network structure of the foreign currency exchange market
  2. Characteristics of distributions for the stock returns and trading volumes
  3. Cross-correlations in Warsaw Stock Exchange
  4. Statistical properties of stock market eigensignals
  5. The generalized detrended cross-correlation coefficient ρq and its application to financial data.
  6. Volatility correlations in narrative



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