Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by Crossref.
Zamparo, Marco
Baldovin, Fulvio
Caraglio, Michele
and
Stella, Attilio L.
2013.
Scaling symmetry, renormalization, and time series modeling: The case of financial assets dynamics.
Physical Review E,
Vol. 88,
Issue. 6,
Kaldasch, Joachim
2014.
Evolutionary model of stock markets.
Physica A: Statistical Mechanics and its Applications,
Vol. 415,
Issue. ,
p.
449.
Maglione, Federico
2015.
Multifractality in Finance: A Deep Understanding and Review of Mandelbrot's MMAR.
SSRN Electronic Journal,
Dai Pra, P.
and
Pigato, P.
2015.
Multi-scaling of moments in stochastic volatility models.
Stochastic Processes and their Applications,
Vol. 125,
Issue. 10,
p.
3725.
Caravenna, Francesco
and
Corbetta, Jacopo
2018.
The asymptotic smile of a multiscaling stochastic volatility model.
Stochastic Processes and their Applications,
Vol. 128,
Issue. 3,
p.
1034.
Tebaldi, Claudio
2021.
Self-Organized Criticality in Economic Fluctuations: The Age of Maturity.
Frontiers in Physics,
Vol. 8,
Issue. ,
Duc, Luu H.
and
Jost, Jürgen
2023.
How Rough Path Lifts Affect Expected Return and Volatility: A Rough Model under Transaction Cost.
SIAM Journal on Financial Mathematics,
Vol. 14,
Issue. 3,
p.
879.