Sign in
Author
|
Conference
|
Journal
|
Organization
|
Year
|
DOI
Look for results that meet for the following criteria:
since
equal to
before
between
and
Search in all fields of study
Limit my searches in the following fields of study
Agriculture Science
Arts & Humanities
Biology
Chemistry
Computer Science
Economics & Business
Engineering
Environmental Sciences
Geosciences
Material Science
Mathematics
Medicine
Physics
Social Science
Multidisciplinary
Co-authors
(60)
Alain Arneodo
23
J. F. Muzy
21
Jean-Francois Muzy (Jean-François Muzy)
9
Jean F. Muzy
9
Benjamin Audit
6
Conferences
(3)
ICASSP
2
ISPD
1
TFSA
1
Journals
(19)
PHYS REV LETT
5
PHYSICA A
5
PHYS REV E
4
QUANT FINANC
3
TSP
2
Keywords
(164)
Embed
Subscribe
Academic
Authors
Emmanuel Bacry
Emmanuel Bacry,École Polytechnique (France),Chemical Physics & Material Physics,Mathematical Physics,Natural Language & Speech
Edit
Emmanuel Bacry
École Polytechnique (France)
Publications:
58
|
Citations:
1524
Fields:
Chemical Physics & Material Physics
,
Mathematical Physics
,
Natural Language & Speech
View FAQ about top research areas and Fields of study
Collaborated with
60 co-authors
from 1990 to 2012
|
Cited by
1573 authors
Cumulative
Annual
Sort by:
Publications
(58)
BibTeX
|
RIS
|
RefWorks
Download
Modelling microstructure noise with mutually exciting point processes
(
Citations: 1
)
E. Bacry
,
S. Delattre
,
M. Hoffmann
,
J. F. Muzy
Journal:
Quantitative Finance - QUANT FINANC
, vol. ahead-of-p, no. ahead-of-p, pp. 1-13, 2012
Statistical finance at the École Polytechnique, Paris: the informal FIESTA research group
Emmanuel Bacry
,
Marc Hoffmann
,
Mathieu Rosenbaum
Journal:
Quantitative Finance - QUANT FINANC
, vol. 12, no. 5, pp. 685-689, 2012
Continuous-time skewed multifractal processes as a model for financial returns
Emmanuel Bacry
,
Laurent Duvernet
,
Jean-François Muzy
Journal:
Journal of Applied Probability - J APPL PROBAB
, vol. 49, no. 2012, pp. 482-502, 2012
Log-normal continuous cascade model of asset returns: aggregation properties and estimation
E. Bacry
,
A. Kozhemyak
,
J. F. Muzy
Journal:
Quantitative Finance - QUANT FINANC
, vol. ahead-of-p, no. ahead-of-p, pp. 1-24, 2012
Modeling microstructure noise with mutually exciting point processes
(
Citations: 1
)
E. Bacry
,
S. Delattre
,
M. Hoffmann
,
J. F. Muzy
Published in 2011.
Sort by:
Citations
(1524 times by 895 publications)
A Multiresolution Model for the Simulation of Transient Heat and Mass Transfer
Jahrul M. Alam
,
Nicholas K.-R. Kevlahan
,
Oleg V. Vasilyev
,
Zahangir Hossain
Journal:
Numerical Heat Transfer Part B-fundamentals - NUMER HEAT TRANSFER PT B-FUND
, vol. 61, no. 3, pp. 147-170, 2012
Statistical finance at the École Polytechnique, Paris: the informal FIESTA research group
Emmanuel Bacry
,
Marc Hoffmann
,
Mathieu Rosenbaum
Journal:
Quantitative Finance - QUANT FINANC
, vol. 12, no. 5, pp. 685-689, 2012
Log-normal continuous cascade model of asset returns: aggregation properties and estimation
E. Bacry
,
A. Kozhemyak
,
J. F. Muzy
Journal:
Quantitative Finance - QUANT FINANC
, vol. ahead-of-p, no. ahead-of-p, pp. 1-24, 2012
New Rothe-wavelet method for solving telegraph equations
M. M. Hosseini
,
Syed Tauseef Mohyud-Din
,
A. Nakhaeei
Journal:
International Journal of Systems Science - IJSySc
, vol. 43, no. 6, pp. 1171-1176, 2012
Random Fields with Multifractional Regularity Order on Heterogenous Fractal Domains
M. D. Ruiz-Medina
,
V. V. Anh
,
J. M. Angulo
Journal:
Stochastic Analysis and Applications - STOCHASTIC ANAL APPL
, vol. 30, no. 5, pp. 849-864, 2012
Comments