Articles:

1. D. Grech , G. Pamuła
   On the multifractal effects generated by monofractal signals
   Physica A 392, 5845-5864(2013)
2. D. Grech , Z. Mazur
   On the scaling ranges of detrended fluctuation analysis for long-term memory correlated short series of data
   Physica A 392, 2384-2397(2013)
3. D. Grech , Z. Mazur
   On the scaling range of power-laws originated from fluctuation analysis
   Phys. Rev. E 87, 052809(2013)
4. D. Grech , J. Miśkiewicz
   Random matrix approach in search for weak signals hidden in noisy data
   Europhys. Lett. 97, 30005(2012)
5. D. Grech , G. Pamuła
   Multifractal background noise of monofractal signals
   Acta Phys. Pol. A 121, B34-B39(2012)
6. D. Grech, G. Pamuła
   Multifractal Backround of Monofractal Finite Signals with Long Memory
   Acta Phy. Pol. A 121, B-34 - B-39(2012)
7. D. Grech , G. Pamuła
   The local Hurst exponent of the financial time series in the vicinity of crashes on the Polish stock exchange market
   Physica A 387, 4299-4308(2008)
8. Ł. Czarnecki, D. Grech , G. Pamuła
   Comparison study of global and local approaches describing critical phenomena on the Polish stock exchange market
   Physica A 387, 6801-6811(2008)
9. Ł. Czarnecki, D. Grech, G. Pamuła
   Comparison study of global and local approaches describing critical phenomena on the Polish stock exchange market
   Phys. A 387, 6801 - 6811(2008)
10. D. Grech, G. Pamuła
    The local Hurst exponent of the financial time series in the vicinity of crashes on the Polish stock exchange market
    Phys. A 387, 4299 - 4308(2008)
11. D. Grech , Z. Mazur
    Can one make any crash prediction in finance using the local Hurst exponent idea?
    Physica A 336, 133-145(2004)
12. D. Grech, G. Pamuła
    The local fractal properties of the financial time series on the Polish stock exchange market
    arXiv: 0708.0353v1, [q-fm.ST]