Multifractals
Introductory Readings
Introduction to Multifractals
by R.H. Riedi
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Research Papers
A Multifractal Model of Asset Returns
by B. Mandelbrot, A. Fisher and L. Calvet
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Large Deviations and the Distribution of Price Changes
by L. Calvet, A. Fisher and B. Mandelbrot
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Multifractality of Deutshemark/US Dollar Exchange Rates
by L. Calvet, A. Fisher and B. Mandelbrot
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