- Marzena Kozłowska

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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. Dynamics of the Warsaw Stock Exchange index as analysed by the fractional relaxation equation
  2. Fractional Market Model and its verification on stock markets of small size
  3. Model of the fractional viscoelastic market
  4. News from application of the Mittag-Leffler function to house and financial markets
  5. Non-linear long-term autocorrelations present in empirical and synthetic high-frequency financial time-series. Possibility of risk classification



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