Continuous-Time Skewed Multifractal Processes as a Model for Financial Returns
Bacry, Emmanuel, Duvernet, Laurent, Muzy, Jean-FrançoisVolume:
49
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.1239/jap/1339878800
Date:
June, 2012
File:
PDF, 299 KB
english, 2012