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 is missing.