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DARIUSZ K. GRECH · Study
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DARIUSZ K. GRECH
5 works
· latest 2018
· 1 institutions
cluster: provisional
ORCID 0000-0002-3638-1250
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Citations
613
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5
04
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18
Most cited in this library
Can one make any crash prediction in finance using the local Hurst exponent idea?
2004 · 252 citations
Econophysics and sociophysics: Their milestones & challenges
2018 · 140 citations
The local Hurst exponent of the financial time series in the vicinity of crashes on the Polish stock exchange market
2008 · 130 citations
Comparison study of global and local approaches describing critical phenomena on the Polish stock exchange market
2008 · 70 citations
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 Wrocław University
2008 · 21 citations
Works
5 shown
Econophysics and sociophysics: Their milestones & challenges
Physica A Statistical Mechanics and its Applications
·
2018
·
6 authors
·
Open access
140
citations
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 Wrocław University
Acta Physica Polonica A
·
2008
·
2 authors
·
Open access
21
citations
Comparison study of global and local approaches describing critical phenomena on the Polish stock exchange market
Physica A Statistical Mechanics and its Applications
·
2008
·
2 authors
70
citations
The local Hurst exponent of the financial time series in the vicinity of crashes on the Polish stock exchange market
Physica A Statistical Mechanics and its Applications
·
2008
·
2 authors
130
citations
Can one make any crash prediction in finance using the local Hurst exponent idea?
Physica A Statistical Mechanics and its Applications
·
2004
·
2 authors
·
Open access
252
citations