Janusz Gajda : Citation Profile


Are you Janusz Gajda?

Politechnika Wrocławska

2

H index

0

i10 index

5

Citations

RESEARCH PRODUCTION:

2

Articles

2

Papers

RESEARCH ACTIVITY:

   2 years (2011 - 2013). See details.
   Cites by year: 2
   Journals where Janusz Gajda has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga635
   Updated: 2017-04-22    RAS profile: 2013-08-27    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Janusz Gajda.

Is cited by:

Cites to:

Weron, Rafał (5)

Janczura, Joanna (3)

Burnecki, Krzysztof (2)

Cizek, Pavel (1)

Misiorek, Adam (1)

Härdle, Wolfgang (1)

Main data


Where Janusz Gajda has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications2

Working Papers Series with more than one paper published# docs
HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Technology2

Recent works citing Janusz Gajda (2017 and 2016)


YearTitle of citing document
2017Measuring financial risk and portfolio reversion with time changed tempered stable Lévy processes. (2017). Gong, Xiaoli ; Zhuang, Xintian . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:148-159.

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2016Correlated continuous time random walk and option pricing. (2016). Lv, Longjin ; Ren, Fuyao ; Fan, Liangzhong ; Xiao, Jianbin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:447:y:2016:i:c:p:100-107.

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2017American option valuation under time changed tempered stable Lévy processes. (2017). Gong, Xiaoli ; Zhuang, Xintian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:57-68.

Full description at Econpapers || Download paper

Works by Janusz Gajda:


YearTitleTypeCited
2011Stability and lack of memory of the returns of the Hang Seng index In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article2
2013Tempered stable Lévy motion driven by stable subordinator In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article2
2012Modeling of short term interest rate based on tempered fractional Langevin equation In: HSC Research Reports.
[Full Text][Citation analysis]
paper0
2012Anomalous dynamics of Black–Scholes model time-changed by inverse subordinators In: HSC Research Reports.
[Full Text][Citation analysis]
paper1

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