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]
@inproceedings{AbryMWJSJ22,
title = {Foreign Exchange Multivariate Multifractal Analysis},
author = {Patrice Abry and Yannick Malevergne and Herwig Wendt and Stéphane Jaffard and Marc Senneret and Laurent Jaffrès},
year = {2022},
url = {https://ieeexplore.ieee.org/document/9909911},
researchr = {https://researchr.org/publication/AbryMWJSJ22},
cites = {0},
citedby = {0},
pages = {2121-2125},
booktitle = {30th European Signal Processing Conference, EUSIPCO 2022, Belgrade, Serbia, August 29 - Sept. 2, 2022},
publisher = {IEEE},
isbn = {978-90-827970-9-1},
}