J.F. Muzy 个人学术档案 - 学术资源搜索

引用次数

	总计	2019 年至今
引用	13901	3192
h 指数	55	26
i10 指数	87	51

680

340

170

510

1993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202470 81 105 130 165 243 260 301 297 371 467 428 409 499 555 523 488 585 530 452 483 603 616 585 507 679 579 614 550 628 541 280

开放获取的出版物数量

查看全部

7 篇文章

1 篇文章

可查看的文章

无法查看的文章

根据资助方的强制性开放获取政策

合著作者

Emmanuel BacryCNRS Ecole Polytechnique在 polytechnique.fr 的电子邮件经过验证
Francoise ArgoulDirector of Research, CNRS, Bordeaux, France在 u-bordeaux.fr 的电子邮件经过验证
didier sornetteSUSTech, Shenzhen在 ethz.ch 的电子邮件经过验证
Marc HoffmannProfessor of Statistics, University Paris-Dauphine在 ceremade.dauphine.fr 的电子邮件经过验证
Benjamin AuditLaboratoire de Physique, Ecole Normale Supérieure de Lyon在 ens-lyon.fr 的电子邮件经过验证
Roux Stephane GaetanMaître de conférence在 ens-lyon.fr 的电子邮件经过验证
Sébastien MannevilleUniversité de Lyon, Ecole Normale Supérieure de Lyon, Laboratoire de Physique在 ens-lyon.fr 的电子邮件经过验证
Iacopo MastromatteoCapital Fund Management在 cfm.fr 的电子邮件经过验证
juan elezgarayUMR 5248, CNRS在 u-bordeaux.fr 的电子邮件经过验证
Jean-Philippe BouchaudHead of Research, CFM在 cfm.fr 的电子邮件经过验证
Stéphane JaffardProfesseur de Mathématiques, Université Paris Est Créteil, France在 u-pec.fr 的电子邮件经过验证
Yannick MalevergneUniversité Paris 1 Panthéon-Sorbonne在 univ-paris1.fr 的电子邮件经过验证
Bernard PoulignyCNRS Centre de recherche Paul Pascal在 crpp-bordeaux.cnrs.fr 的电子邮件经过验证
Eric FreyszLaboratoire Ondes et Matière d'Aquitaine在 u-bordeaux.fr 的电子邮件经过验证
Khalil Dayri在 dayri.co 的电子邮件经过验证
Xavier SilvaniIR CNRS在 univ-corse.fr 的电子邮件经过验证
Rama CONTUniversity of Oxford. 牛津大学数学系 دانشگاه آکسفورد Օքսֆորդ在 math.cnrs.fr 的电子邮件经过验证
Stephane MallatProfesseur de Mathématiques Appliquées et Informatique, École Normale Supérieure在 ens.fr 的电子邮件经过验证
Joan BrunaCourant Institute of Mathematical Sciences, New York University在 cims.nyu.edu 的电子邮件经过验证
Hubert SaleurDirector of Research, IPhT Saclay, France & Professor of Physics, USC, Los Angeles, USA在 cea.fr 的电子邮件经过验证

关注

J.F. Muzy

CNRS

在 univ-corse.fr 的电子邮件经过验证

Multifractal analysis econophysics turbulence


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
Wavelets and multifractal formalism for singular signals: Application to turbulence data JF Muzy, E Bacry, A Arneodo Physical review letters 67 (25), 3515, 1991	1058	1991
The multifractal formalism revisited with wavelets JF Muzy, E Bacry, A Arneodo International Journal of Bifurcation and Chaos 4 (02), 245-302, 1994	828	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	826	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	735	1995
Hawkes processes in finance E Bacry, I Mastromatteo, JF Muzy Market Microstructure and Liquidity 1 (01), 1550005, 2015	618	2015
Multifractal random walk E Bacry, J Delour, JF Muzy Physical review E 64 (2), 026103, 2001	592	2001
Singularity spectrum of fractal signals from wavelet analysis: Exact results E Bacry, JF Muzy, A Arneodo Journal of statistical physics 70, 635-674, 1993	559	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	508	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, 537-548, 2000	413	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, 277-282, 1998	347	1998
Modelling microstructure noise with mutually exciting point processes E Bacry, S Delattre, M Hoffmann, JF Muzy Quantitative finance 13 (1), 65-77, 2013	334	2013
Log-infinitely divisible multifractal processes E Bacry, JF Muzy Communications in Mathematical Physics 236, 449-475, 2003	334	2003
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, ... Europhysics Letters 34 (6), 411, 1996	313	1996
The science of disasters: climate disruptions, heart attacks, and market crashes A Bunde, J Kropp, HJ Schellnhuber Springer Science & Business Media, 2012	280	2012
Some limit theorems for Hawkes processes and application to financial statistics E Bacry, S Delattre, M Hoffmann, JF Muzy Stochastic Processes and their Applications 123 (7), 2475-2499, 2013	270*	2013
Ondelettes, multifractales et turbulences: de l'ADN aux croissances cristallines A Arneodo, F Argoul, E Bacry, J Elezgaray, JF Muzy Diderot, Arts et Sciences, 1995	267	1995
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, 1-12, 2012	239	2012
Random cascades on wavelet dyadic trees A Arneodo, E Bacry, JF Muzy Journal of Mathematical Physics 39 (8), 4142-4164, 1998	238	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	228	1996
Hawkes model for price and trades high-frequency dynamics E Bacry, JF Muzy Quantitative Finance 14 (7), 1147-1166, 2014	204	2014

系统目前无法执行此操作，请稍后再试。

文章 1–20

每年引用数

重复的引用

合并的引用

添加合著者合著作者

上传 PDF

关注此作者

引用次数

合著作者

引用