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E. Bacry

Identifiers

  • name variant E. Bacry 0.60 · backfill

Papers (6)

  1. Random cascade model in the limit of infinite integral scale as the exponential of a non-stationary $1/f$ noise. Application to volatility fluctuations in stock markets q-fin.ST · 2013 · author #3
  2. Hawkes model for price and trades high-frequency dynamics q-fin.TR · 2013 · author #1
  3. Non-parametric kernel estimation for symmetric Hawkes processes. Application to high frequency financial data q-fin.TR · 2011 · author #1
  4. Modeling microstructure noise with mutually exciting point processes q-fin.TR · 2011 · author #1
  5. Log-Normal continuous cascades: aggregation properties and estimation. Application to financial time-series q-fin.ST · 2008 · author #1
  6. Uncovering latent singularities from multifractal scaling laws in mixed asymptotic regime. Application to turbulence physics.data-an · 2007 · author #2

Mentions

  • 1301.4160 #3 · backfill · confidence 0.70 E. Bacry
  • 1301.1135 #1 · backfill · confidence 0.70 E. Bacry
  • 1112.1838 #1 · backfill · confidence 0.70 E. Bacry
  • 1101.3422 #1 · backfill · confidence 0.70 E. Bacry
  • 0804.0185 #1 · backfill · confidence 0.70 E. Bacry
  • 0711.4862 #2 · backfill · confidence 0.70 E. Bacry

Frequent Coauthors