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dr Rafał Rak |
Affiliation: |
Faculty of Mathematics and Natural Sciences, University of Rzeszów
address: | , Rzeszów, 35-959, Poland | phone: | | fax: | | web: | | |
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began: | 2009-05-07 |
ended: | 2009-05-09 |
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began: | 2015-11-04 |
ended: | 2015-11-07 |
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Publications: |
- Characteristics of distributions for the stock returns and trading volumes
- Correlation matrix decomposition of intraday WIG20 fluctuations
- Cross-correlations in Warsaw Stock Exchange
- Financial extreme events with negative fractal dimensions.
- Measuring subtle effects of persistence in the stock market dynamics
- Quantitative analysis of meteorological data
- The generalized detrended cross-correlation coefficient ρq and its application to financial data.
- The impact of heavy tailed asymmetric and symmetric probability distributions on spurious multifractallity
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