Multifractal products of stochastic processes: construction and some basic properties

By P. Mannersalo, Ilkka Norros, Rudolf H. Riedi. Advances in Applied Probability, 2002

50 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/d03458fcc938757ba9b91ea9361aa1cfb5ae90e2