Details about Ryszard Kutner

Access statistics for papers by Ryszard Kutner.

Last updated 2011-09-25. Update your information in the RePEc Author Service.

Short-id: pku232

Working Papers

2008

1. A model for interevent times with long tails and multifractality in human communications: An application to financial trading
   Papers, arXiv.org View citations (7)

2006

2. Dynamics of the Warsaw Stock Exchange index as analysed by the nonhomogeneous fractional relaxation equation
   Papers, arXiv.org

Journal Articles

2011

1. Wealth Modeling of Polish Households Using Statistical Methods
   Ekonomia journal, 2011, 25

2010

2. Higher-order phase transitions on financial markets
   The European Physical Journal B: Condensed Matter and Complex Systems, 2010, 76, (4), 513-527 View citations (5)

2003

3. Stochastic simulations of time series within Weierstrass-Mandelbrot walks
   Quantitative Finance, 2003, 3, (3), 201-211 View citations (8)
4. Study of the non-linear autocorrelations within the Gaussian regime
   The European Physical Journal B: Condensed Matter and Complex Systems, 2003, 33, (4), 495-503