J. F. Muzy

Identifiers

• name variant J. F. Muzy 0.60 · backfill

Papers (2)

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 #1
2. Non-parametric kernel estimation for symmetric Hawkes processes. Application to high frequency financial data q-fin.TR · 2011 · author #3

Mentions

• 1301.4160 #1 · backfill · confidence 0.70 J. F. Muzy
• 1112.1838 #3 · backfill · confidence 0.70 J. F. Muzy

Frequent Coauthors

• E. Bacry 2 shared papers
• K. Dayri 1 shared papers
• R. Baile 1 shared papers