Univ. Corsica)

Identifiers

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Papers (3)

1. Log-infinitely divisible multifractal processes cond-mat.stat-mech · 2002 · author #4
2. Multifractal stationary random measures and multifractal random walks with log-infinitely divisible scaling laws cond-mat.stat-mech · 2002 · author #2
3. Volatility fingerprints of large shocks: Endogeneous versus exogeneous cond-mat.stat-mech · 2002 · author #7

Mentions

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Frequent Coauthors

• E. Bacry (CNRS 2 shared papers
• Ecole Polytechnique) 2 shared papers
• J.F. Muzy (CNRS 2 shared papers
• D. Sornette (CNRS 1 shared papers
• J.-F. Muzy (CNRS 1 shared papers
• Lyon I) 1 shared papers
• UCLA) 1 shared papers
• Univ. Nice 1 shared papers
• Y. Malevergne (Univ Nice 1 shared papers