Paper ID | TMTSP_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 | ||
Session | TMTSP_L6: Time-Frequency and Time-Scale Analysis | ||
Location | Atlantic 1 | ||
Session Time | Thursday, 01 September, 16:10 - 17:50 | ||
Topic | TMTSP - Theoretical and Methodological Trends in Signal Processing |