"Continuous-Time Skewed Multifractal Processes as a Model for Financial ..."

Emmanuel Bacry, Laurent Duvernet, Jean-François Muzy (2012)

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DOI: 10.1017/S0021900200009220

access: closed

type: Journal Article

metadata version: 2020-04-16

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Emmanuel Bacry, Laurent Duvernet, Jean-François Muzy:
Continuous-Time Skewed Multifractal Processes as a Model for Financial Returns. J. Appl. Probab. 49(2): 482-502 (2012)

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