J.F. Muzy

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Co-authors

Emmanuel BacryCNRS Ecole PolytechniqueVerified email at polytechnique.fr
didier sornetteETH ZurichVerified email at ethz.ch
Benjamin AuditLaboratoire de Physique, Ecole Normale Supérieure de LyonVerified email at ens-lyon.fr
Roux Stephane GaetanMaître de conférenceVerified email at ens-lyon.fr
Marc HoffmannProfessor of Statistics, University Paris-DauphineVerified email at ceremade.dauphine.fr
Sébastien MannevilleUniversité de Lyon, Ecole Normale Supérieure de Lyon, Laboratoire de PhysiqueVerified email at ens-lyon.fr
juan elezgarayUMR 5248, CNRSVerified email at u-bordeaux.fr
Iacopo MastromatteoCapital Fund ManagementVerified email at cfm.fr
Jean-Philippe BouchaudHead of Research, CFMVerified email at cfm.fr
Bernard PoulignyCNRS Centre de recherche Paul PascalVerified email at crpp-bordeaux.cnrs.fr
Eric FreyszLaboratoire Ondes et Matière d'AquitaineVerified email at u-bordeaux.fr
Yannick MalevergneUniversité Paris 1 Panthéon-SorbonneVerified email at univ-paris1.fr
Hubert SaleurDirector of Research, IPhT Saclay, France & Professor of Physics, USC, Los Angeles, USAVerified email at cea.fr
Rama CONTUniversity of Oxford. 牛津大学数学系 دانشگاه آکسفوردVerified email at math.cnrs.fr
Stephane MallatProfesseur de Mathématiques Appliquées et Informatique, École Normale SupérieureVerified email at ens.fr
Joan BrunaAssistant Professor, Courant Institute of Mathematical Sciences, New York UniversityVerified email at cims.nyu.edu
Gilles ZumbachConsulting in Financial ResearchVerified email at hesge.ch
Xavier SilvaniIR CNRSVerified email at univ-corse.fr
annie colinprofesseur université de bordeauxVerified email at u-bordeaux.fr

J.F. Muzy

CNRS

Verified email at univ-corse.fr

Multifractal analysis econophysics turbulence


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Wavelets and multifractal formalism for singular signals: Application to turbulence data JF Muzy, E Bacry, A Arneodo Physical review letters 67 (25), 3515, 1991	940	1991
The multifractal formalism revisited with wavelets JF Muzy, E Bacry, A Arneodo International Journal of Bifurcation and Chaos 4 (02), 245-302, 1994	725	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	715	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	715	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	655	1995
Multifractal random walk E Bacry, J Delour, JF Muzy Physical Review E 64 (2), 026103, 2001	506	2001
Singularity spectrum of fractal signals from wavelet analysis: Exact results E Bacry, JF Muzy, A Arneodo Journal of statistical physics 70 (3-4), 635-674, 1993	494	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	461	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	388	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	327	1998
Log-infinitely divisible multifractal processes E Bacry, JF Muzy Communications in Mathematical Physics 236 (3), 449-475, 2003	303	2003
Hawkes processes in finance E Bacry, I Mastromatteo, JF Muzy Market Microstructure and Liquidity 1 (01), 1550005, 2015	285	2015
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	284	1996
Modelling microstructure noise with mutually exciting point processes E Bacry, S Delattre, M Hoffmann, JF Muzy Quantitative finance 13 (1), 65-77, 2013	259	2013
Ondelettes, multifractales et turbulences: de l'ADN aux croissances cristallines A Arneodo, F Argoul, J Elezgaray, E Bacry, JF Muzy Diderot, 1995	253	1995
The science of disasters: climate disruptions, heart attacks, and market crashes A Bunde, J Kropp, HJ Schellnhuber Springer Science & Business Media, 2012	246	2012
Random cascades on wavelet dyadic trees A Arneodo, E Bacry, JF Muzy Journal of Mathematical Physics 39 (8), 4142-4164, 1998	221	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	209	1996
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), 1-12, 2012	186	2012
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	165	2002

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