Statistics
Publications
6
Citations
746
H-Index
6
Active since
1977
Jean Duchon is an author at Centre National de la Recherche Scientifique specializing in natural sciences, mathematics, and fluid dynamics.
Publications per year
1977–2012
6
6
FORECASTING VOLATILITY WITH THE MULTIFRACTAL RANDOM WALK MODEL
Jean Duchon, Raoul Robert, Vincent Vargas · Mathematical Finance · 2010 · 40 citations · Full text
Business, Finance, Mathematics +17
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