Ruelle's probability cascades seen as a fragmentation process

Basdevant, A.-L. . Markov Processes and Related Fields 2006. 12 (3) :447-474

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Bibtex

@article{CIS-269001,
  Author = {Basdevant, A.-L.},
  Title = {Ruelle's probability cascades seen as a fragmentation process},
  Journal = {Markov Processes and Related Fields},
  Volume = {12},
  Number = {3},
  Year = {2006},
  Pages = {447--474},
  Keywords = {Forecasting, Persistence, GARCH models}
}

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