دنبال کردن
J.F. Muzy
J.F. Muzy
CNRS
ایمیل تأیید شده در univ-corse.fr
عنوان
نقل شده توسط
نقل شده توسط
سال
Wavelets and multifractal formalism for singular signals: Application to turbulence data‏
JF Muzy, E Bacry, A Arneodo‏
Physical review letters 67 (25), 3515, 1991‏
10671991
The multifractal formalism revisited with wavelets‏
JF Muzy, E Bacry, A Arneodo‏
International Journal of Bifurcation and Chaos 4 (02), 245-302, 1994‏
8371994
Multifractal formalism for fractal signals: The structure-function approach versus the wavelet-transform modulus-maxima method‏
JF Muzy, E Bacry, A Arneodo‏
Physical review E 47 (2), 875, 1993‏
8301993
The thermodynamics of fractals revisited with wavelets‏
A Arneodo, E Bacry, JF Muzy‏
Physica A: Statistical Mechanics and its Applications 213 (1-2), 232-275, 1995‏
7421995
Hawkes processes in finance‏
E Bacry, I Mastromatteo, JF Muzy‏
Market Microstructure and Liquidity 1 (01), 1550005, 2015‏
6532015
Multifractal random walk‏
E Bacry, J Delour, JF Muzy‏
Physical review E 64 (2), 026103, 2001‏
6012001
Singularity spectrum of fractal signals from wavelet analysis: Exact results‏
E Bacry, JF Muzy, A Arneodo‏
Journal of statistical physics 70, 635-674, 1993‏
5641993
Characterizing long-range correlations in DNA sequences from wavelet analysis‏
A Arneodo, E Bacry, PV Graves, JF Muzy‏
Physical Review Letters 74 (16), 3293, 1995‏
5101995
Modelling fluctuations of financial time series: from cascade process to stochastic volatility model‏
JF Muzy, J Delour, E Bacry‏
The European Physical Journal B-Condensed Matter and Complex Systems 17, 537-548, 2000‏
4232000
” Direct” causal cascade in the stock market‏
A Arneodo, JF Muzy, D Sornette‏
The European Physical Journal B-Condensed Matter and Complex Systems 2, 277-282, 1998‏
3471998
Modelling microstructure noise with mutually exciting point processes‏
E Bacry, S Delattre, M Hoffmann, JF Muzy‏
Quantitative finance 13 (1), 65-77, 2013‏
3432013
Log-infinitely divisible multifractal processes‏
E Bacry, JF Muzy‏
Communications in Mathematical Physics 236, 449-475, 2003‏
3392003
Structure functions in turbulence, in various flow configurations, at Reynolds number between 30 and 5000, using extended self-similarity‏
A Arneodo, C Baudet, F Belin, R Benzi, B Castaing, B Chabaud, ...‏
Europhysics Letters 34 (6), 411, 1996‏
3171996
Some limit theorems for Hawkes processes and application to financial statistics‏
E Bacry, S Delattre, M Hoffmann, JF Muzy‏
Stochastic Processes and their Applications 123 (7), 2475-2499, 2013‏
289*2013
The science of disasters: climate disruptions, heart attacks, and market crashes‏
A Bunde, J Kropp, HJ Schellnhuber‏
Springer Science & Business Media, 2012‏
2822012
Ondelettes, multifractales et turbulences: de l'ADN aux croissances cristallines‏
A Arneodo, F Argoul, E Bacry, J Elezgaray, JF Muzy‏
Diderot, Arts et Sciences, 1995‏
2701995
Non-parametric kernel estimation for symmetric Hawkes processes. Application to high frequency financial data‏
E Bacry, K Dayri, JF Muzy‏
The European Physical Journal B 85, 1-12, 2012‏
2452012
Random cascades on wavelet dyadic trees‏
A Arneodo, E Bacry, JF Muzy‏
Journal of Mathematical Physics 39 (8), 4142-4164, 1998‏
2411998
Wavelet based fractal analysis of DNA sequences‏
A Arneodo, Y d'Aubenton-Carafa, E Bacry, PV Graves, JF Muzy, ...‏
Physica D: Nonlinear Phenomena 96 (1-4), 291-320, 1996‏
2301996
Hawkes model for price and trades high-frequency dynamics‏
E Bacry, JF Muzy‏
Quantitative Finance 14 (7), 1147-1166, 2014‏
2162014
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