Dariusz Grech

Dariusz Grech

University of Wroclaw - Wroclaw / Poland
Natural Sciences / Physics
AD Scientific Index ID: 1791275
Uniwersytet Wroclawski
person_outline Dariusz Grech's MOST POPULAR ARTICLES
1-) Can one make any crash prediction in finance using the local Hurst exponent idea?D Grech, Z MazurPhysica A: Statistical Mechanics and its Applications 336 (1-2), 133-145, 20042952004
2-) The local Hurst exponent of the financial time series in the vicinity of crashes on the Polish stock exchange marketD Grech, G PamułaPhysica A: statistical mechanics and its applications 387 (16-17), 4299-4308, 20081582008
3-) Econophysics and sociophysics: Their milestones & challengesR Kutner, M Ausloos, D Grech, T Di Matteo, C Schinckus, HE StanleyPhysica A: Statistical Mechanics and its Applications 516, 240-253, 2019892019
4-) Comparison study of global and local approaches describing critical phenomena on the Polish stock exchange marketŁ Czarnecki, D Grech, G PamułaPhysica A: Statistical Mechanics and its Applications 387 (27), 6801-6811, 2008862008
5-) Multifractal dynamics of stock marketsŁ Czarnecki, D GrechActa Physica Polonica A 117, 623-629, 201063*2010