Extreme values and fat tails of multifractal fluctuations (Q2903701)

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Extreme values and fat tails of multifractal fluctuations
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    title
    Extreme values and fat tails of multifractal fluctuations (English)
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    author
    A. Kozhemyak
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    Jean-François Muzy
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    Emmanuel Bacry
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    publication date
    12 August 2012
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    Mathematics Subject Classification ID
    82B31
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    62G32
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    91G70
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    zbMATH DE Number
    6064919
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    zbMATH Keywords
    fat tails
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    multifractal fluctuations
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    inverse cubic law
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    Wikidata QID
    Q51935400
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