Coupling Jump Diffusion with Multifractal Volatility Models useful paper linkes: https://towardsai.net/p/mathematics/in-homage-to-benoit-mandelbrot https://arxiv.org/pdf/1805.04750.pdf Bootstrap for Empirical Multifractal Analysis. http:https://perso.ens-lyon.fr/patrice.abry/ARTICLES_PDF/WendtAbryJaffard07.pdf