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True Dynamics of Financial Markets? Mandelbrot’s Multifractal Cascades, and Beyond.

(Last Updated On: February 5, 2014)

True Dynamics of Financial Markets? Mandelbrot’s Multifractal Cascades, and Beyond.

Thanks to my NYC contact for sending this with his opinion:

The Dynamics of Financial Markets—Mandelbrot’s Multifractal Cascades, and Beyond.

fractals, fractal pairs, and multi-fractal volatility models are the way to go IMO

Click to access 0503_bouchaud.pdf

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