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prof Dariusz Grech
e-mail: | ***@ift.uni.wroc.pl |
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Wrocław University, Institute of Theoretical Physics
address: | pl. Maksa Borna 9, Wrocław, 50-205, Poland | phone: | | fax: | | web: | | |
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began: | 2009-05-07 |
ended: | 2009-05-09 |
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began: | 2010-11-25 |
ended: | 2010-11-27 |
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Publications: |
- Asymmetry of price returns - analysis and perspectives from non-extensive statistical physics point of view
- Econophysics training at the University of Wroclaw
- Global and local approach in description of complex phenomena on the Polish stock market
- Methods of non-extensive statistical physics in the study of chosen companies from the Polish and Portuguese stock markets treated as example of complex financial system
- Multifractal background of monofractal finite signals with long memory
- Multifractal dynamics of stock markets - study of developing and developed financial stocks.
- Multifractality of nonlinear transformations of monofractal signals with application in finances
- New unbiased measure of multifractality and its application to multifractal assymetry in finances
- On the Zipf strategy for short-time investments in WIG 20 futures
- Properties of old and new techniques of detrended analysis in time series.
- Report on Foundation and Organization of Econophysics Graduate Courses at Faculty of Physics of University of Warsaw and Department of Physics and Astronomy of the Wrocław University
- Scaling Range for Power Laws in Time Series
- The impact of heavy tailed asymmetric and symmetric probability distributions on spurious multifractallity
- The log-periodic oscillations and local fractal properties of the WIG time series in the vicinity of crash points.
- Where and how is multiscaling hidden in real time series? A case of financial data
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