Intermittency Expansions for Limit Lognormal Multifractals
Author:
Publisher
Springer Science and Business Media LLC
Subject
Mathematical Physics,Statistical and Nonlinear Physics
Link
http://link.springer.com/content/pdf/10.1007/s11005-008-0225-z.pdf
Reference24 articles.
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3. Bacry, E., Delour, J., Muzy, J.-F.: Modelling financial time series using multifractal random walks. Physica A 299, 84–92 (2001)
4. Bacry, E., Muzy, J.-F.: Log-infinitely divisible multifractal random walks. Commun. Math. Phys 236, 449–475 (2003)
5. Barral, J., Mandelbrot, B.B.: Multifractal products of cylindrical pulses. Prob. Theory Relat. Fields 124, 409–430 (2002)
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