J.F. Muzy
J.F. Muzy
Verified email at
Cited by
Cited by
Wavelets and multifractal formalism for singular signals: Application to turbulence data
JF Muzy, E Bacry, A Arneodo
Physical review letters 67 (25), 3515, 1991
The multifractal formalism revisited with wavelets
JF Muzy, E Bacry, A Arneodo
International Journal of Bifurcation and Chaos 4 (02), 245-302, 1994
Multifractal formalism for fractal signals: The structure-function approach versus the wavelet-transform modulus-maxima method
JF Muzy, E Bacry, A Arneodo
Physical review E 47 (2), 875, 1993
The thermodynamics of fractals revisited with wavelets
A Arneodo, E Bacry, JF Muzy
Physica A: Statistical Mechanics and its Applications 213 (1-2), 232-275, 1995
Hawkes processes in finance
E Bacry, I Mastromatteo, JF Muzy
Market Microstructure and Liquidity 1 (01), 1550005, 2015
Multifractal random walk
E Bacry, J Delour, JF Muzy
Physical review E 64 (2), 026103, 2001
Singularity spectrum of fractal signals from wavelet analysis: Exact results
E Bacry, JF Muzy, A Arneodo
Journal of statistical physics 70, 635-674, 1993
Characterizing long-range correlations in DNA sequences from wavelet analysis
A Arneodo, E Bacry, PV Graves, JF Muzy
Physical Review Letters 74 (16), 3293, 1995
Modelling fluctuations of financial time series: from cascade process to stochastic volatility model
JF Muzy, J Delour, E Bacry
The European Physical Journal B-Condensed Matter and Complex Systems 17, 537-548, 2000
” Direct” causal cascade in the stock market
A Arneodo, JF Muzy, D Sornette
The European Physical Journal B-Condensed Matter and Complex Systems 2, 277-282, 1998
Modelling microstructure noise with mutually exciting point processes
E Bacry, S Delattre, M Hoffmann, JF Muzy
Quantitative finance 13 (1), 65-77, 2013
Log-infinitely divisible multifractal processes
E Bacry, JF Muzy
Communications in Mathematical Physics 236, 449-475, 2003
Structure functions in turbulence, in various flow configurations, at Reynolds number between 30 and 5000, using extended self-similarity
A Arneodo, C Baudet, F Belin, R Benzi, B Castaing, B Chabaud, ...
Europhysics Letters 34 (6), 411, 1996
Some limit theorems for Hawkes processes and application to financial statistics
E Bacry, S Delattre, M Hoffmann, JF Muzy
Stochastic Processes and their Applications 123 (7), 2475-2499, 2013
Ondelettes, multifractales et turbulences: de l'ADN aux croissances cristallines
A Arneodo, F Argoul, E Bacry, J Elezgaray, JF Muzy
Diderot, Arts et Sciences, 1995
Non-parametric kernel estimation for symmetric Hawkes processes. Application to high frequency financial data
E Bacry, K Dayri, JF Muzy
The European Physical Journal B 85, 1-12, 2012
The science of disasters: climate disruptions, heart attacks, and market crashes
A Bunde, J Kropp, HJ Schellnhuber
Springer Science & Business Media, 2012
Random cascades on wavelet dyadic trees
A Arneodo, E Bacry, JF Muzy
Journal of Mathematical Physics 39 (8), 4142-4164, 1998
Wavelet based fractal analysis of DNA sequences
A Arneodo, Y d'Aubenton-Carafa, E Bacry, PV Graves, JF Muzy, ...
Physica D: Nonlinear Phenomena 96 (1-4), 291-320, 1996
Hawkes model for price and trades high-frequency dynamics
E Bacry, JF Muzy
Quantitative Finance 14 (7), 1147-1166, 2014
The system can't perform the operation now. Try again later.
Articles 1–20