Joanna Olbrys

Estimation of intraday stock market resiliency: Short-Time Fourier Transform approach

Joanna Olbrys, Michal Mursztyn, J. Olbryś, 2019 .

Intraday Patterns in Trading Volume. Evidence from High Frequency Data on the Polish Stock Market

Joanna Olbrys, Adrian Oleszczak, J. Olbryś, 2020, CISIM.

Measuring stock market resiliency with Discrete Fourier Transform for high frequency data

Joanna Olbrys, Michal Mursztyn, J. Olbryś, 2019, Physica A: Statistical Mechanics and its Applications.