| 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 | | |
Dariusz GrechInstitute of Theoretical Physics, Faculty of Physics and Astronomy, University of WrocławVerifierad e-postadress på ift.uni.wroc.pl
