Patrice Abry, Yannick Malevergne, Herwig Wendt, Stéphane Jaffard, Marc Senneret, Laurent Jaffrès. Foreign Exchange Multivariate Multifractal Analysis. In 30th European Signal Processing Conference, EUSIPCO 2022, Belgrade, Serbia, August 29 - Sept. 2, 2022. pages 2121-2125, IEEE, 2022. [doi]
Abstract is missing.