dr Grzegorz Pamuła
Publikacje
- Effects of maximal fluctuation moment q and detrending polynomial orders on the observed multifractal features within MFDFA,
G. Pamuła, D. Grech
arXiv:1307.3653 - Multifractality of Nonlinear Transformations with Application in Finances,
D. Grech, G. Pamuła
Acta Phys. Pol. A 123, 529-537, 2013 - New measure of multifractality and its application in finances,
D. Grech, G. Pamuła
arXiv:1309.5466 - On the multifractal effects generated by monofractal signals,
D. Grech, G. Pamuła
Physica A 392, 5845–5864, 2013 - Multifractal background noise of monofractal signals,,
D. Grech, G. Pamuła,
Proceedings of the 5th Symposium on Physics in Economics and Social Sciences, Warszawa, Poland, November 25–27, 2010, Acta Phys. Pol. A 121, B34-39, 2012, - Comparison study of global and local approaches describing critical phenomena on the Polish stock exchange market,
Ł. Czarnecki, D. Grech, G. Pamuła
Physica A, 387, 6801-6811, 2008. - 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 387, 4299-4308, 2008. - The local fractal properties of the financial time
series on the Polish stock exchange market,,
D.Grech, G.Pamuła
arXiv:0708.0353v1[q-fin.ST]