| Wavelets and multifractal formalism for singular signals: Application to turbulence data JF Muzy, E Bacry, A Arneodo Physical review letters 67 (25), 3515, 1991 | 895 | 1991 |
| The multifractal formalism revisited with wavelets JF Muzy, E Bacry, A Arneodo International Journal of Bifurcation and Chaos 4 (02), 245-302, 1994 | 682 | 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 | 668 | 1993 |
| 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 | 668 | 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 | 633 | 1995 |
| Multifractal random walk E Bacry, J Delour, JF Muzy Physical Review E 64 (2), 026103, 2001 | 477 | 2001 |
| Singularity spectrum of fractal signals from wavelet analysis: Exact results E Bacry, JF Muzy, A Arnéodo Journal of statistical physics 70 (3-4), 635-674, 1993 | 477 | 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 | 453 | 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 (3 …, 2000 | 376 | 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 (2 …, 1998 | 316 | 1998 |
| Log-infinitely divisible multifractal processes E Bacry, JF Muzy Communications in Mathematical Physics 236 (3), 449-475, 2003 | 286 | 2003 |
| The science of disasters: climate disruptions, heart attacks, and market crashes A Bunde, J Kropp, HJ Schellnhuber Springer Science & Business Media, 2012 | 285 | 2012 |
| 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, ... EPL (Europhysics Letters) 34 (6), 411, 1996 | 273 | 1996 |
| Ondelettes, multifractales et turbulences: de l'ADN aux croissances cristallines A Arneodo, F Argoul, J Elezgaray, E Bacry, JF Muzy Diderot, 1995 | 251 | 1995 |
| Modelling microstructure noise with mutually exciting point processes E Bacry, S Delattre, M Hoffmann, JF Muzy Quantitative finance 13 (1), 65-77, 2013 | 223 | 2013 |
| Random cascades on wavelet dyadic trees A Arneodo, E Bacry, JF Muzy Journal of Mathematical Physics 39 (8), 4142-4164, 1998 | 213 | 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 | 205 | 1996 |
| Hawkes processes in finance E Bacry, I Mastromatteo, JF Muzy Market Microstructure and Liquidity 1 (01), 1550005, 2015 | 195 | 2015 |
| Multifractal stationary random measures and multifractal random walks with log infinitely divisible scaling laws JF Muzy, E Bacry Physical Review E 66 (5), 056121, 2002 | 162 | 2002 |
| 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 (5), 157, 2012 | 157 | 2012 |
Emmanuel BacryCNRS Ecole PolytechniqueVerified email at polytechnique.fr
