NYU Faculty Digital Archive
metadata only
A Multifractal Model of Assets Returns
This paper investigates the Multifractal Model of Asset Returns, a continuous-time process that incorporates the thick tails and volatility persistence exhibited by many financial time series. The model is constructed by compounding a Brownian Motion with a multifractal time-deformation process. Ret
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Multivariate multifractal analysis : theory and applications#144865
- Fractal Structure and Statistics of Computer-simulated and Real Landforms#69394
- Mercados financieros y fractales.#103115
- Constructing self-similar subsets within the fractal support of lacunary wavelet series for their multifractal analysis#20745
- Multifractal dimensions for random matrices, chaotic quantum maps, and many-body systems#1097561
Record · ID 942643
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive