Terra Cognita

A multivariate multifractal model for return fluctuations

Licence unknown link only — licence forbids redistribution arxiv

E. Bacry (1) J. Delour (2) J.F. Muzy (2, 3) ((1) CMAP, Ecole Polytechnique Palaiseau France (2) CRPP, Pessac France (3) Universite de Corse, Corte, France)

arXiv preprint (cond-mat.stat-mech, q-fin.ST).

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