Herwig Wendt, Patrice Abry, Yannick Malevergne, Marc Senneret, Gerald Perrin, Stéphane Jaffard. Longitudinal Cross-Temporal Dynamics in Foreign Exchange via Bayesian Multifractal Analysis. In 32nd European Signal Processing Conference, EUSIPCO 2024, Lyon, France, August 26-30, 2024. pages 2527-2531, IEEE, 2024. [doi]
Abstract is missing.