- Andrzej Kasprzak

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Affiliation:

Warsaw University, Faculty of Physics

address: Hoża 69, Warszawa, 00-681, Poland
phone: +48 22 5532123
fax: +48 22 6252336
web: http://www.fuw.edu.pl

Publications:
  1. Anomalous left-sided multifractal structure of intertransation time-intervals and the possible third-order phase transition on financial market
  2. Model of the fractional viscoelastic market
  3. Multifractality within the continuous-time random walk in financial markets



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