Continuous cascade models for asset returns
| Year of publication: |
2008
|
|---|---|
| Authors: | Bacry, E. ; Kozhemyak, A. ; Muzy, Jean-Francois |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 32.2008, 1, p. 156-199
|
| Publisher: |
Elsevier |