| Publication | Date of Publication | Type |
|---|
| From rough to multifractal volatility: the log S-fBm model | 2022-09-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4969095 | 2020-10-05 | Paper |
| Disentangling and quantifying market participant volatility contributions | 2019-10-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4558519 | 2018-11-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4558550 | 2018-11-22 | Paper |
| The role of volume in order book dynamics: a multivariate Hawkes process analysis | 2018-11-19 | Paper |
| Analysis of order book flows using a non-parametric estimation of the branching ratio matrix | 2018-11-14 | Paper |
| Estimation of slowly decreasing Hawkes kernels: application to high-frequency order book dynamics | 2018-11-13 | Paper |
| Audio Denoising by Time-Frequency Block Thresholding | 2018-06-27 | Paper |
| Concentration inequalities for matrix martingales in continuous time | 2018-02-12 | Paper |
| Harmonic decomposition of audio signals with matching pursuit | 2017-09-08 | Paper |
| First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation | 2017-04-28 | Paper |
| Mean-field inference of Hawkes point processes | 2016-08-10 | Paper |
| Hawkes model for price and trades high-frequency dynamics | 2015-04-08 | Paper |
| Intermittent process analysis with scattering moments | 2015-03-27 | Paper |
| Concentration for matrix martingales in continuous time and microscopic activity of social networks | 2014-12-24 | Paper |
| Some limit theorems for Hawkes processes and application to financial statistics | 2014-04-28 | Paper |
| Log-normal continuous cascade model of asset returns: aggregation properties and estimation | 2014-02-20 | Paper |
| Modelling microstructure noise with mutually exciting point processes | 2014-02-08 | Paper |
| Extreme values and fat tails of multifractal fluctuations | 2012-08-12 | Paper |
| Continuous-Time Skewed Multifractal Processes as a Model for Financial Returns | 2012-07-08 | Paper |
| Multifractal analysis in a mixed asymptotic framework | 2010-10-04 | Paper |
| Continuous cascade models for asset returns | 2010-01-19 | Paper |
| Wavelet-based estimators of scaling behavior | 2005-05-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4823031 | 2004-10-26 | Paper |
| Log-infinitely divisible multifractal processes | 2003-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2781630 | 2002-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4524813 | 2001-12-13 | Paper |
| Modelling financial time series using multifractal random walks | 2001-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2715894 | 2001-05-29 | Paper |
| Singularity spectrum of fractal signals from wavelet analysis: Exact results | 2000-09-04 | Paper |
| Random cascades on wavelet dyadic trees | 1999-11-21 | Paper |
| Singularity spectrum of multifractal functions involving oscillating singularities | 1999-06-06 | Paper |
| Oscillating singularities on Cantor sets: A grand-canonical multifractal formalism | 1999-04-26 | Paper |
| BEYOND CLASSICAL MULTIFRACTAL ANALYSIS USING WAVELETS: UNCOVERING A MULTIPLICATIVE PROCESS HIDDEN IN THE GEOMETRICAL COMPLEXITY OF DIFFUSION LIMITED AGGREGATES | 1998-11-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4359333 | 1998-02-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4359440 | 1998-01-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4359375 | 1997-10-08 | Paper |
| Uncovering a multiplicative process in one-dimensional cuts of diffusion-limited aggregates | 1997-05-25 | Paper |
| THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS | 1994-12-14 | Paper |
| A wavelet based space-time adaptive numerical method for partial differential equations | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4011985 | 1992-09-27 | Paper |
