Jean-Francois Muzy

Identifiers

• name variant Jean-Francois Muzy 0.60 · backfill

Papers (8)

1. Uncovering Causality from Multivariate Hawkes Integrated Cumulants stat.ML · 2016 · author #5
2. Estimation of slowly decreasing Hawkes kernels: Application to high frequency order book modelling q-fin.ST · 2014 · author #3
3. Second order statistics characterization of Hawkes processes and non-parametric estimation stat.ME · 2014 · author #2
4. The nature of price returns during periods of high market activity q-fin.TR · 2010 · author #3
5. Short term forecasting of surface layer wind speed using a continuous cascade model physics.ao-ph · 2010 · author #2
6. Multifractal analysis in a mixed asymptotic framework math.PR · 2008 · author #4
7. Extreme values and fat tails of multifractal fluctuations cond-mat.stat-mech · 2005 · author #1
8. The Dynamics of Financial Markets -- Mandelbrot's multifractal cascades, and beyond cond-mat.other · 2005 · author #3

Mentions

• 1412.7096 #3 · backfill · confidence 0.70 Jean-Francois Muzy
• 1401.0903 #2 · backfill · confidence 0.70 Jean-Francois Muzy
• 1010.4226 #3 · backfill · confidence 0.70 Jean-Francois Muzy
• 1004.3189 #2 · backfill · confidence 0.70 Jean-Francois Muzy
• 0805.0194 #4 · backfill · confidence 0.70 Jean-Francois Muzy

Frequent Coauthors

• Emmanuel Bacry 6 shared papers
• Alexey Kozhemyak 1 shared papers
• Arnaud Gloter 1 shared papers
• Gilles Zumbach 1 shared papers
• Iacopo Mastromatteo 1 shared papers
• Jean-Philippe Bouchaud 1 shared papers
• Khalil al Dayri 1 shared papers
• Lisa Borland 1 shared papers
• Marc Hoffmann 1 shared papers
• Massil Achab 1 shared papers
• Philippe Poggi 1 shared papers
• Rachel Baile 1 shared papers
• St\'ephane Ga\"iffas 1 shared papers
• Thibault Jaisson 1 shared papers