Modelling financial time series using multifractal random walks
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Publication:5947867
DOI10.1016/S0378-4371(01)00284-9zbMath0974.91045MaRDI QIDQ5947867
Jean-François Muzy, J. Delour, Emmanuel Bacry
Publication date: 23 October 2001
Published in: Physica A (Search for Journal in Brave)
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