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Pawel Fiedor
(Paweł Fiedor)

This is information that was supplied by Pawel Fiedor in registering through RePEc. If you are Pawel Fiedor , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Pawel
Middle Name:
Last Name:Fiedor
RePEc Short-ID:pfi237
Postal Address:
Location: Cape Town, South Africa
Phone: +27 21 650 1244
Postal: Private Bag X3, Rondebosch, 7701, South Africa
Handle: RePEc:edi:aifmrza (more details at EDIRC)
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  1. Pawe{\l} Fiedor, 2014. "Information-theoretic approach to lead-lag effect on financial markets," Papers 1402.3820,
  2. Pawe{\l} Fiedor, 2014. "Partial Mutual Information Analysis of Financial Networks," Papers 1403.2050,
  3. Pawe{\l} Fiedor & Odd Magnus Trondrud, 2014. "Predictability of Volatility Homogenised Financial Time Series," Papers 1406.7526,
  4. Pawe{\l} Fiedor, 2014. "Mutual Information Rate-Based Networks in Financial Markets," Papers 1401.2548,
  5. Pawe{\l} Fiedor, 2014. "Maximum Entropy Production Principle for Stock Returns," Papers 1408.3728,
  6. Pawe{\l} Fiedor, 2014. "Causal Non-Linear Financial Networks," Papers 1407.5020,
  7. Pawe{\l} Fiedor & Artur Ho{\l}da, 2014. "Time Evolution of Non-linear Currency Networks," Papers 1409.8609,
  8. Pawe{\l} Fiedor, 2013. "Structural Changes on Warsaw's Stock Exchange: the end of Financial Crisis," Papers 1311.4230,
  9. Pawe{\l} Fiedor, 2013. "Frequency Effects on Predictability of Stock Returns," Papers 1310.5540,, revised Nov 2013.
  1. Tao You & Paweł Fiedor & Artur Hołda, 2015. "Network Analysis of the Shanghai Stock Exchange Based on Partial Mutual Information," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 8(2), pages 266-284, June.
  2. Paweł Fiedor & Artur Hołda, 2015. "The Effects of Bankruptcy on the Structural Complexity of the Price Changes on WSE," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 41.
  3. Paweł Fiedor, 2015. "Multiscale Analysis of the Predictability of Stock Returns," Risks, MDPI, Open Access Journal, vol. 3(2), pages 219-233, June.
  4. Paweł Fiedor, 2014. "Information-theoretic approach to lead-lag effect on financial markets," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 87(8), pages 1-9, August.
  5. Fiedor, Paweł, 2014. "Sector strength and efficiency on developed and emerging financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 180-188.
9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ETS: Econometric Time Series (1) 2014-07-05
  2. NEP-FMK: Financial Markets (4) 2013-10-25 2013-11-22 2014-01-17 2014-08-28. Author is listed
  3. NEP-FOR: Forecasting (1) 2014-07-05
  4. NEP-HME: Heterodox Microeconomics (1) 2014-03-15
  5. NEP-MST: Market Microstructure (1) 2013-10-25
  6. NEP-NET: Network Economics (2) 2014-01-17 2014-03-15
  7. NEP-TRA: Transition Economics (1) 2013-11-22

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