hal-01313843

title_s

Continuous-time skewed multifractal processes as a model for financial returns

auteur

Emmanuel Bacry, Laurent Duvernet, Jean-François Muzy

journal

Journal of Applied Probability

volume

49

numero

2

pages

482--502

doi

10.1239/jap/1339878800

fichier_autre

https://www.cambridge.org/core/services/aop-cambridge-core/content/view/CEEB938…

origine_autre

openaccess

annee

2012