Wavelet versus detrended fluctuation analysis of multifractal structures P Oświȩcimka, J Kwapień, S Drożdż Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 74 (1 …, 2006 | 374 | 2006 |
Multiscale characteristics of the emerging global cryptocurrency market M Wątorek, S Drożdż, J Kwapień, L Minati, P Oświęcimka, M Stanuszek Physics Reports 901, 1-82, 2021 | 212 | 2021 |
Detrended cross-correlation analysis consistently extended to multifractality P Oświȩcimka, S Drożdż, M Forczek, S Jadach, J Kwapień Physical Review E 89 (2), 023305, 2014 | 196 | 2014 |
Multifractality in the stock market: price increments versus waiting times P Oświe, J Kwapien, S Drozdz Physica A 347, 626–638, 2005 | 192 | 2005 |
Components of multifractality in high-frequency stock returns J Kwapień, P Oświe, S Drożdż Physica A 350 (2-4), 466–474, 2005 | 184 | 2005 |
Quantitative features of multifractal subtleties in time series S Drożdż, J Kwapień, P Oświecimka, R Rak Europhysics letters 88 (6), 60003, 2010 | 182 | 2010 |
Stock market return distributions: From past to present S Drożdż, M Forczek, J Kwapień, P Oświe, R Rak Physica A: Statistical Mechanics and its Applications 383 (1), 59-64, 2007 | 155* | 2007 |
Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations J Kwapień, P Oświęcimka, S Drożdż Physical Review E 92 (5), 052815, 2015 | 153 | 2015 |
Detecting and interpreting distortions in hierarchical organization of complex time series S Drożdż, P Oświȩcimka Physical Review E 91 (3), 030902, 2015 | 139 | 2015 |
Bitcoin market route to maturity? Evidence from return fluctuations, temporal correlations and multiscaling effects S Drożdż, R Gȩbarowski, L Minati, P Oświȩcimka, M Watorek Chaos: An Interdisciplinary Journal of Nonlinear Science 28 (7), 2018 | 115 | 2018 |
Quantifying origin and character of long-range correlations in narrative texts S Drożdż, P Oświȩcimka, A Kulig, J Kwapień, K Bazarnik, ... Information Sciences 331, 32-44, 2016 | 104 | 2016 |
Complexity in economic and social systems: Cryptocurrency market at around COVID-19 S Drożdż, J Kwapień, P Oświęcimka, T Stanisz, M Wątorek Entropy 22 (9), 1043, 2020 | 83 | 2020 |
The bulk of the stock market correlation matrix is not pure noise J Kwapień, S Drożdż, P Oświe Physica A: Statistical Mechanics and its applications 359, 589-606, 2006 | 80 | 2006 |
Signatures of the crypto-currency market decoupling from the Forex S Drożdż, L Minati, P Oświȩcimka, M Stanuszek, M Wa̧torek Future Internet 11 (7), 154, 2019 | 72 | 2019 |
Multifractal cross-correlations between the world oil and other financial markets in 2012–2017 M Watorek, S Drożdż, P Oświȩcimka, M Stanuszek Energy Economics 81, 874-885, 2019 | 72 | 2019 |
Effect of detrending on multifractal characteristics P Oświęcimka, S Drożdż, J Kwapień, AZ Górski Acta Physica Polonica A 123, 597-603, 2013 | 70 | 2013 |
Detrended cross-correlations between returns, volatility, trading activity, and volume traded for the stock market companies R Rak, S Drożdż, J Kwapień, P Oświȩcimka Europhysics Letters 112 (4), 48001, 2015 | 51 | 2015 |
Competition of noise and collectivity in global cryptocurrency trading: Route to a self-contained market S Drożdż, L Minati, P Oświȩcimka, M Stanuszek, M Watorek Chaos: An Interdisciplinary Journal of Nonlinear Science 30 (2), 2020 | 50 | 2020 |
Dynamical variety of shapes in financial multifractality S Drożdż, R Kowalski, P Oświȩcimka, R Rak, R Gȩbarowski Complexity 2018 (1), 7015721, 2018 | 48 | 2018 |
Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis R Gębarowski, P Oświęcimka, M Wątorek, S Drożdż Nonlinear Dynamics 98 (3), 2349-2364, 2019 | 45 | 2019 |