Stop the war!
Остановите войну!
for scientists:
default search action
"Continuous-Time Skewed Multifractal Processes as a Model for Financial ..."
Emmanuel Bacry, Laurent Duvernet, Jean-François Muzy (2012)
- 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)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.