4. Economy
  5. Quantitative Finance
  6. Statistical Finance

Rafal Rak

Economy – Quantitative Finance – Statistical Finance

Scientist

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Scientist

Correlation matrix decomposition of WIG20 intraday fluctuations

Physics – Data Analysis – Statistics and Probability
Scientific paper

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Detecting subtle effects of persistence in the stock market dynamics

Physics – Physics and Society
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Different fractal properties of positive and negative returns

Economy – Quantitative Finance – Statistical Finance
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Multifractal Model of Asset Returns versus real stock market dynamics

Physics – Physics and Society
Scientific paper

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Nonextensive statistical features of the Polish stock market fluctuations

Physics – Data Analysis – Statistics and Probability
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Profile ID: LFWR-SCP-P-196531

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