Pawe{\l} Sieczka
Identifiers
- name variant Pawe{\l} Sieczka 0.60 · backfill
Papers (5)
- The Lehman Brothers Effect and Bankruptcy Cascades q-fin.RM · 2010 · author #1
- Collective firm bankruptcies and phase transition in rating dynamics q-fin.RM · 2009 · author #1
- Correlations in commodity markets q-fin.ST · 2008 · author #1
- A threshold model of financial markets q-fin.ST · 2007 · author #1
- Statistical properties of short term price trends in high frequency stock market data physics.soc-ph · 2007 · author #1
Mentions
Frequent Coauthors
- Janusz A. Ho{\l}yst 5 shared papers
- Didier Sornette 1 shared papers