Cecilia Aubrun

Identifiers

• name variant Cecilia Aubrun 0.60 · backfill

Papers (1)

1. A Nested Factor Model for Equity Markets: Reconciling Multifractal Stock Returns and Rough Index Volatilities q-fin.ST · 2025 · author #2

Mentions

• 2505.02678 #2 · arxiv_oai · confidence 0.70 Cecilia Aubrun

Frequent Coauthors

• Emmanuel Bacry 1 shared papers
• Jean-Fran\c{c}ois Muzy 1 shared papers
• Jean-Philippe Bouchaud 1 shared papers
• Othmane Zarhali 1 shared papers