Didier Sornette, “Physics and financial economics (1776–2014): puzzles, Ising and agent-based models”, Rep. Prog. Phys., 77, № 6, 2014, 062001
Tomasz Srokowski, “Fluctuations in multiplicative systems with jumps”, Phys. Rev. E, 87, № 3, 2013, 032104
Wei-Xing Zhou, “The components of empirical multifractality in financial returns”, Europhys. Lett., 88, № 2, 2009, 28004
Zoltan Eisler, Josep Perelló, Jaume Masoliver, “Volatility: A Hidden Markov Process in Financial Time Series”, SSRN Journal, 2007
Xing Li, Fang Su, “The Dynamic Impacts of COVID-19 Pandemic Lockdown on the Multifractal Cross-Correlations between PM2.5 and O3 Concentrations in and around Shanghai, China”, Atmosphere, 13, № 12, 2022, 1964
Zoltán Eisler, Josep Perelló, Jaume Masoliver, “Volatility: A hidden Markov process in financial time series”, Phys. Rev. E, 76, № 5, 2007, 056105
V. Filimonov, D. Sornette, “Self-excited multifractal dynamics”, EPL, 94, № 4, 2011, 46003
Srimonti Dutta, Dipak Ghosh, Sucharita Chatterjee, “Multifractal detrended Cross Correlation Analysis of Foreign Exchange and SENSEX fluctuation in Indian perspective”, Physica A: Statistical Mechanics and its Applications, 463, 2016, 188
Zhi-Qiang Jiang, Wen-Jie Xie, Wei-Xing Zhou, Didier Sornette, “Multifractal analysis of financial markets: a review”, Rep. Prog. Phys., 82, № 12, 2019, 125901
Juraj Čurpek, “Analysis of the Czech Intraday Electricity Market During COVID-19 Pandemic from the Multifractal Perspective”, Fluct. Noise Lett., 22, № 03, 2023, 2350030