Technical Program

Paper Detail

Paper IDTMTSP_L6.2
Paper Title Foreign Exchange Multivariate Multifractal Analysis
Authors Patrice Abry, CNRS, ENS Lyon, France; Yannick Malevergne, Université Paris 1 Panthéon-Sorbonne, France; Herwig Wendt, CNRS, IRIToulouse, France; Stéphane Jaffard, CNRS, Université Paris Est Créteil, France; Marc Senneret, Laurent Jaffrès, Vivienne Investissement, France
SessionTMTSP_L6: Time-Frequency and Time-Scale Analysis
LocationAtlantic 1
Session TimeThursday, 01 September, 16:10 - 17:50
Topic TMTSP - Theoretical and Methodological Trends in Signal Processing