References

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• 1996Long memory processes and fractional integration in econometrics1,879 cited
• 1997Fractals and Scaling in Finance1,319 cited
• 2001Multifractal random walk456 cited
• 2002Multifractality in Asset Returns: Theory and Evidence384 cited
• 1999A Multifractal Walk down Wall Street361 cited
• 2001Forecasting multifractal volatility284 cited
• 1998”Direct” causal cascade in the stock market239 cited
• 2005Empirical distributions of stock returns: between the stretched exponential and the power law?191 cited
• 1999Multifractal analysis of foreign exchange data190 cited
• 2002Multifractal stationary random measures and multifractal random walks with log infinitely divisible scaling laws140 cited
• 2006Importance of positive feedbacks and overconfidence in a self-fulfilling Ising model of financial markets103 cited
• 2001Turbulence in financial markets: the surprising explanatory power of simple cascade models71 cited
• 2005The (mis)behaviour of markets56 cited
• 2006Extreme values and fat tails of multifractal fluctuations51 cited