4. Physics
  5. Condensed Matter
  6. Statistical Mechanics

J. Delour

Physics – Condensed Matter – Statistical Mechanics

Scientist

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CRPP-CNRS Pessac France
CRPP, Pessac France

A multifractal random walk

Physics – Condensed Matter
Scientific paper

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A multivariate multifractal model for return fluctuations

Physics – Condensed Matter – Statistical Mechanics
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Long time correlations in Lagrangian dynamics: a key to intermittency in turbulence

Physics – Fluid Dynamics
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Modelling fluctuations of financial time series: from cascade process to stochastic volatility model

Physics – Condensed Matter
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Multifractal returns and Hierarchical Portfolio Theory

Physics – Condensed Matter – Statistical Mechanics
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