Login / Signup
Laurent Duvernet
Publication Activity (10 Years)
Years Active: 2012-2012
Publications (10 Years): 0
Top Topics
Em Algorithm
Multiresolution
Computational Models
Random Fields
Top Venues
J. Appl. Probab.
</>
Publications
</>
Emmanuel Bacry
,
Laurent Duvernet
,
Jean-François Muzy
Continuous-Time Skewed Multifractal Processes as a Model for Financial Returns.
J. Appl. Probab.
49 (2) (2012)