EPJ

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

J. F. Muzy, J. Delour and E. Bacry

Eur. Phys. J. B, 17 3 (2000) 537-548

Published online: 15 October 2000

DOI: 10.1007/s100510070131

J. F. Muzy

J. Delour

E. Bacry

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