Multifractal model of asset returns (mmar) in matlab

The following Matlab project contains the source code and Matlab examples used for multifractal model of asset returns (mmar).  Simulates a Multifractal Model of Asset Return using a multiplicative  lognormal cascade  See the following papaer  A Multifractal Model of Asset Returns by B Mandelbrot - 1997 The current implementation uses the generator for the fractional brownian motion from B.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
ffGn.m 4512
license.txt 1317
lognormal_cascade.m 939
mmar.m 1589

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