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Ryszard Kutner

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First Name:Ryszard
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Last Name:Kutner
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RePEc Short-ID:pku232
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  1. J. Perello & J. Masoliver & A. Kasprzak & R. Kutner, 2008. "A model for interevent times with long tails and multifractality in human communications: An application to financial trading," Papers 0805.1353, arXiv.org, revised Jul 2008.
  2. Marzena Kozlowska & Ryszard Kutner, 2006. "Dynamics of the Warsaw Stock Exchange index as analysed by the nonhomogeneous fractional relaxation equation," Papers physics/0609006, arXiv.org.
  1. Maciej Jagielski & Ryszard Kutner, 2011. "Wealth Modeling of Polish Households Using Statistical Methods," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 25.
  2. A. Kasprzak & R. Kutner & J. Perelló & J. Masoliver, 2010. "Higher-order phase transitions on financial markets," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 76(4), pages 513-527, August.
  3. R. Kutner & F. Switała, 2003. "Stochastic simulations of time series within Weierstrass-Mandelbrot walks," Quantitative Finance, Taylor & Francis Journals, vol. 3(3), pages 201-211.
  4. R. Kutner & F. Świtała, 2003. "Study of the non-linear autocorrelations within the Gaussian regime," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 33(4), pages 495-503, June.

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