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- Łukasz Czarnecki
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Affiliation:
Wrocław University, Institute of Theoretical Physics
address:
pl. Maksa Borna 9, Wrocław, 50-205,
Poland
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Participant:
3 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
began:
2007-11-22
ended:
2007-11-24
Presented:
Participant:
4 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
began:
2009-05-07
ended:
2009-05-09
Presented:
4 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
Multifractal dynamics of stock markets - study of developing and developed financial stocks.
Participant:
5 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
began:
2010-11-25
ended:
2010-11-27
Presented:
Participant:
6 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
began:
2012-04-19
ended:
2012-04-21
Presented:
6 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
New unbiased measure of multifractality and its application to multifractal assymetry in finances
Publications:
Global and local approach in description of complex phenomena on the Polish stock market
Multifractal dynamics of stock markets - study of developing and developed financial stocks.
New unbiased measure of multifractality and its application to multifractal assymetry in finances
The log-periodic oscillations and local fractal properties of the WIG time series in the vicinity of crash points.
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