Shuffling for understanding multifractality, application to asset price time series

Patrice Abry, Yannick Malevergne, Herwig Wendt, Marc Senneret, Laurent Jaffres, Blaise Liaustrat. Shuffling for understanding multifractality, application to asset price time series. In 27th European Signal Processing Conference, EUSIPCO 2019, A Coruña, Spain, September 2-6, 2019. pages 1-5, IEEE, 2019. [doi]

Abstract

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