Continuous cascade models for asset returns

Journal of Economic Dynamics and Control - Tập 32 - Trang 156-199 - 2008
E. Bacry1, A. Kozhemyak1, Jean-François Muzy2
1CMAP, Ecole Polytechnique, 91128 Palaiseau, France
2CNRS UMR 6134, Université de Corse, Quartier Grossetti, 20250 Corte, France

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