Dariusz Grech
Dariusz Grech
Institute of Theoretical Physics, Faculty of Physics and Astronomy, University of Wrocław
Verified email at ift.uni.wroc.pl - Homepage
Title
Cited by
Cited by
Year
Can one make any crash prediction in finance using the local Hurst exponent idea?
D Grech, Z Mazur
Physica A: Statistical Mechanics and its Applications 336 (1-2), 133-145, 2004
2742004
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
1392008
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
822008
The ICARUS experiment, a second generation proton decay experiment and neutrino observatory at the Gran Sasso Laboratory
F Arneodo, ..., D Grech, et al.
572001
Statistical properties of old and new techniques in detrended analysis of time series
D Grech, Z Mazur
Acta Physica Polonica Series B 36 (8), 2403, 2005
552005
Multifractal dynamics of stock markets
Ł Czarnecki, D Grech
Acta Physica Polonica A 117, 623-629, 2010
47*2010
On the scaling ranges of detrended fluctuation analysis for long-term memory correlated short series of data
D Grech, Z Mazur
Physica A: Statistical Mechanics and its Applications 392 (10), 2384-2397, 2013
442013
Multifractal background noise of monofractal signals
D Grech, G Pamula
Acta Phys. Pol. A 121 (2), 34-39, 2012
372012
On the multifractal effects generated by monofractal signals
D Grech, G Pamuła
Physica A: Statistical Mechanics and its Applications 392 (23), 5845-5864, 2013
34*2013
Econophysics and sociophysics: Their milestones & challenges
R Kutner, M Ausloos, D Grech, T Di Matteo, C Schinckus, HE Stanley
Physica A: Statistical Mechanics and its Applications 516, 240-253, 2019
302019
Alternative measure of multifractal content and its application in finance
D Grech
Chaos, Solitons & Fractals 88, 183-195, 2016
272016
Scaling range of power laws that originate from fluctuation analysis
D Grech, Z Mazur
Physical Review E 87 (5), 052809, 2013
242013
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 Wroclaw …
R Kutner, D Grech
Acta Physica Polonica-Series A General Physics 114 (3), 637, 2008
242008
Quantitative approach to multifractality induced by correlations and broad distribution of data
R Rak, D Grech
Physica A: Statistical Mechanics and its Applications 508, 48-66, 2018
202018
Multifractality of Nonlinear Transformations with Application in Finances
D Grech, G Pamuła
ACTA PHYSICA POLONICA A 123 (3), 529-537, 2013
202013
Influence of the maximal fluctuation moment order q on multifractal records normalized by finite-size effects
G Pamuła, D Grech
EPL (Europhysics Letters) 105 (5), 50004, 2014
142014
Impact of scaling range on the effectiveness of detrending methods
D Grech, Z Mazur
Acta Physica Polonica A 127, (A-59), 2015
102015
The amazing cases of motion with friction
D Grech, Z Mazur
European Journal of Physics 22 (4), 433, 2001
62001
Asymmetry of price returns—Analysis and perspectives from a non-extensive statistical physics point of view
Ł Bil, D Grech, M Zienowicz
Plos one 12 (11), e0188541, 2017
42017
Methods of Non-Extensive Statistical Physics in Analysis of Price Returns on Polish Stock Market.
Ł BILA, D Grech, E Podhajska
Acta Physica Polonica, A. 129 (5), 2016
42016
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