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19962026
most citedUncovering latent singularities from multifractal scaling laws in mixed asymptotic regime. Application to turbulence

34 citations · 82 across the 13 of their papers we have counts for

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q-fin.TR2010

The nature of price returns during periods of high market activity

Khalil al Dayri, Emmanuel Bacry, Jean-Francois Muzy

By studying all the trades and best bids/asks of ultra high frequency snapshots recorded from the order books of a basket of 10 futures assets, we bring qualitative empirical evide…