Webmaster: Marco Sandri
Last Update: 08 Nov. 1999
Introductory readings
Introduction to Multifractals, by R.H. Riedi
Papers
A Multifractal Model of Asset Returns, by B. Mandelbrot, A. Fisher and L. Calvet (zipped file)
Large Deviations and the Distribution of Price Changes, by L. Calvet, A. Fisher and B. Mandelbrot (zipped file)
Multifractality of Deutshemark/ US Dollar Exchange Rates, by L. Calvet, A. Fisher and B. Mandelbrot (zipped file)