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
http://www.wilmott.com/pdfs/0503_bouchaud.pdfFACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!