Sebastian Michalski

Personal Details

First Name:	Sebastian
Middle Name:
Last Name:	Michalski
Suffix:
RePEc Short-ID:	pmi252
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Affiliation

Zakład Ekonometrii Stosowanej
Szkoła Główna Handlowa w Warszawie

Warszawa, Poland
http://www.sgh.waw.pl/instytuty/zes
RePEc:edi:dxwawpl (more details at EDIRC)

Citations

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Working papers

1. Sebastian Michalski, 2006. "Blocks adjustment – reduction of bias and variance of detrended fluctuation analysis using Monte Carlo simulation," Working Papers 15, Department of Applied Econometrics, Warsaw School of Economics.

   Cited by:

   1. Gulich, Damián & Zunino, Luciano, 2014. "A criterion for the determination of optimal scaling ranges in DFA and MF-DFA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 397(C), pages 17-30.

More information

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Statistics

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Corrections

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