| Wavelets and multifractal formalism for singular signals: Application to turbulence data JF Muzy, E Bacry, A Arneodo Physical review letters 67 (25), 3515, 1991 | 1089 | 1991 |
| The multifractal formalism revisited with wavelets JF Muzy, E Bacry, A Arneodo International Journal of Bifurcation and Chaos 4 (02), 245-302, 1994 | 855 | 1994 |
| Multifractal formalism for fractal signals: The structure-function approach versus the wavelet-transform modulus-maxima method JF Muzy, E Bacry, A Arneodo Physical review E 47 (2), 875, 1993 | 853 | 1993 |
| Hawkes processes in finance E Bacry, I Mastromatteo, JF Muzy Market Microstructure and Liquidity 1 (01), 1550005, 2015 | 815 | 2015 |
| The thermodynamics of fractals revisited with wavelets A Arneodo, E Bacry, JF Muzy Physica A: Statistical Mechanics and its Applications 213 (1-2), 232-275, 1995 | 763 | 1995 |
| Multifractal random walk E Bacry, J Delour, JF Muzy Physical review E 64 (2), 026103, 2001 | 639 | 2001 |
| Singularity spectrum of fractal signals from wavelet analysis: Exact results E Bacry, JF Muzy, A Arneodo Journal of statistical physics 70 (3), 635-674, 1993 | 567 | 1993 |
| Characterizing long-range correlations in DNA sequences from wavelet analysis A Arneodo, E Bacry, PV Graves, JF Muzy Physical Review Letters 74 (16), 3293, 1995 | 517 | 1995 |
| Modelling fluctuations of financial time series: from cascade process to stochastic volatility model JF Muzy, J Delour, E Bacry The European Physical Journal B-Condensed Matter and Complex Systems 17 (3 …, 2000 | 426 | 2000 |
| Modelling microstructure noise with mutually exciting point processes E Bacry, S Delattre, M Hoffmann, JF Muzy Quantitative finance 13 (1), 65-77, 2013 | 372 | 2013 |
| Log-infinitely divisible multifractal processes E Bacry, JF Muzy Communications in Mathematical Physics 236 (3), 449-475, 2003 | 350 | 2003 |
| Harmonic decomposition of audio signals with matching pursuit R Gribonval, E Bacry IEEE Transactions on signal processing 51 (1), 101-111, 2003 | 337 | 2003 |
| Some limit theorems for Hawkes processes and application to financial statistics E Bacry, S Delattre, M Hoffmann, JF Muzy Stochastic Processes and their Applications 123 (7), 2475-2499, 2013 | 325 | 2013 |
| Non-parametric kernel estimation for symmetric Hawkes processes. Application to high frequency financial data E Bacry, K Dayri, JF Muzy The European Physical Journal B 85 (5), 157, 2012 | 273 | 2012 |
| Ondelettes, multifractales et turbulences: de l'ADN aux croissances cristallines A Arneodo, F Argoul, E Bacry, J Elezgaray, JF Muzy Diderot, Arts et Sciences, 1995 | 268 | 1995 |
| Random cascades on wavelet dyadic trees A Arneodo, E Bacry, JF Muzy Journal of Mathematical Physics 39 (8), 4142-4164, 1998 | 255 | 1998 |
| Audio denoising by time-frequency block thresholding G Yu, S Mallat, E Bacry IEEE Transactions on Signal processing 56 (5), 1830-1839, 2008 | 252 | 2008 |
| Hawkes model for price and trades high-frequency dynamics E Bacry, JF Muzy Quantitative Finance 14 (7), 1147-1166, 2014 | 243 | 2014 |
| Wavelet based fractal analysis of DNA sequences A Arneodo, Y d'Aubenton-Carafa, E Bacry, PV Graves, JF Muzy, ... Physica D: Nonlinear Phenomena 96 (1-4), 291-320, 1996 | 242 | 1996 |
| A wavelet based space-time adaptive numerical method for partial differential equations E Bacry, S Mallat, G Papanicolaou ESAIM: Mathematical Modelling and Numerical Analysis 26 (7), 793-834, 1992 | 224 | 1992 |