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Shuffling for understanding multifractality, application to asset price time series.

Patrice AbryYannick MalevergneHerwig WendtMarc SenneretLaurent JaffresBlaise Liaustrat
Published in: EUSIPCO (2019)
Keyphrases
  • three dimensional
  • data sets
  • artificial neural networks
  • probabilistic model
  • non stationary