The origins of multifractality in financial time series and the effect of extreme events

Overview of attention for article published in Journal de Physique I, June 2014

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In the top 25% of all research outputs scored by Altmetric
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So far, Altmetric has seen 3 news stories from 3 outlets.

Early detection of extreme financial events: Market crashes are anomalous features in financial data fractal landscape

Science Daily, 16 Jun 2014

Due to their previously discovered fractal nature, financial data patterns are self-similar when scaling up. New research shows…

Market crashes are anomalous features in the financial data fractal landscape

Phys.org, 16 Jun 2014

Due to their previously discovered fractal nature, financial data patterns are self-similar when scaling up. New research shows…

Market crashes are anomalous features in the financial data fractal landscape

EurekAlert!, 16 Jun 2014

( Springer ) Due to their previously discovered fractal nature, financial data patterns are self-similar when scaling up. New…