Extreme values and fat tails of multifractal fluctuations (Q2903701): Difference between revisions

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+Jean-François Muzy
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+Emmanuel Bacry
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+MaRDI publication profile
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+cond-mat/0509357
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@@ Property / cites work @@
+Extremes and related properties of random sequences and processes
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+Modelling of extremal events in insurance and finance
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