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B. B. Mandelbrot, Scaling in financial prices, II: Multifractals and the star equation, Quantitative Finance
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B. B. Mandelbrot, Scaling in financial prices, IV: Multifractal concentration, Quantitative Finance
B. B. Mandelbrot, Stochastic volatility, power-laws and long memory, Quantitative Finance
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B. B. Mandelbrot, 2003, Forthcoming.
B. B. Mandelbrot, L. Calvet, and A. Fisher, The Multifractal Model of Asset Returns. Large Deviations and the Distribution of Price Changes. The Multifractality of the Deutschmark/US Dollar Exchange Rate. Discussion Papers numbers 1164, 1165, and 1166 of the Cowles Foundation for Economics at Yale University, New Haven, CT, 1997. Available on the web: http://papers.ssrn.com/sol3/paper.taf? ABSTRACT_ID=78588. http://papers.ssrn.com/sol3/paper.taf? ABSTRACT_ID=78606. http://papers.ssrn.com/sol3/paper.taf? ABSTRACT_ID=78628.
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