The local Hurst exponent of the financial time series in the vicinity of crashes on the Polish stock exchange market D Grech, G Pamuła
Physica A: statistical mechanics and its applications 387 (16-17), 4299-4308, 2008
166 2008 Comparison study of global and local approaches describing critical phenomena on the Polish stock exchange market Ł Czarnecki, D Grech, G Pamuła
Physica A: Statistical Mechanics and its Applications 387 (27), 6801-6811, 2008
87 2008 Multifractal background noise of monofractal signals D Grech, G Pamuła
Acta Physica Polonica A 121 (2B), 2012
52 2012 On the multifractal effects generated by monofractal signals D Grech, G Pamuła
Physica A: Statistical Mechanics and its Applications 392 (23), 5845-5864, 2013
50 2013 Multifractality of nonlinear transformations with application in finances D Grech, G Pamuła
Acta Physica Polonica A 123 (3), 529-537, 2013
21 2013 Influence of the maximal fluctuation moment order q on multifractal records normalized by finite-size effects G Pamuła, D Grech
Europhysics Letters 105 (5), 50004, 2014
20 2014 How much multifractality is included in monofractal signals? D Grech, G Pamula
arXiv preprint arXiv:1108.1951, 2011
7 2011 The Local Fractal Properties of the Financial Time Series on the Polish Stock Exchange Market D Grech, G Pamuła
arXiv preprint arXiv:0708.0353, 2007
1 2007 New measure of multifractality and its application in finances D Grech, G Pamuła
arXiv preprint arXiv:1309.5466, 2013
2013 Effects of maximal fluctuation moment and detrending polynomial orders on the observed multifractal features within MFDFA G Pamuła, D Grech
arXiv preprint arXiv:1307.3653, 2013
2013 New developments in multifractal analysis of data with application to finance-How to extract real multiscaling properties of data and where are they in finance?- D GRECH, G PAMUŁA
The log-periodic oscillations and local fractal properties of the WIG time series in the vicinity of crash points. Ł Czarnecki, D Grech, G Pamuła
Multifractality of nonlinear transformations of monofractal signals with application in finances G Pamuła, D Grech
Multifractal background of monofractal finite signals with long memory G Pamuła, D Grech
Comparison study of global and local approaches describing critical phenomena on the developing and developed financial markets. DG Czarnecki, G Pamuła
Global and local approach in description of complex phenomena on the Polish stock market D Grech, Ł Czarnecki, G Pamuła