Jean-François Muzy

Available identifiers

zbMath Open muzy.jean-francoisMaRDI QIDQ681529

List of research outcomes

Publication	Date of Publication	Type
From rough to multifractal volatility: the log S-fBm model	2022-09-06	Paper
Multifractal point processes and the spatial distribution of wildfires in French Mediterranean regions	2022-01-13	Paper
https://portal.mardi4nfdi.de/entity/Q4969095	2020-10-05	Paper
Disentangling and quantifying market participant volatility contributions	2019-10-11	Paper
Multifractal returns and hierarchical portfolio theory	2019-01-14	Paper
https://portal.mardi4nfdi.de/entity/Q4558519	2018-11-22	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
Concentration inequalities for matrix martingales in continuous time	2018-02-12	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
TheKolmogorov Legacy in Physics	2008-06-30	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
Revealing a lognormal cascading process in turbulent velocity statistics with wavelet analysis	2000-11-26	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
Experimental evidence for anomalous scale dependent cascading process in turbulent velocity statistics	1999-10-06	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/Q4359375	1997-10-08	Paper
Uncovering a multiplicative process in one-dimensional cuts of diffusion-limited aggregates	1997-05-25	Paper
https://portal.mardi4nfdi.de/entity/Q4288305	1997-03-24	Paper
THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS	1994-12-14	Paper
https://portal.mardi4nfdi.de/entity/Q4011985	1992-09-27	Paper

Research outcomes over time

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