Work

Modelling fluctuations of financial time series: from cascade process to stochastic volatility model

Year: 2000

Type: article

Source: The European Physical Journal B

DOI: 10.1007/s100510070131

Authors: J.F. Muzy, J. Delour, E. Bacry

Institutions: Centre de recherche Paul Pascal, École Polytechnique, Centre de Mathématiques Appliquées de l'École polytechnique

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2156649359

FWCI: 32.78

Cites:

Cited by: 302

Related to: 10