{
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      "name": "Emmanuel Bacry"
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      "name": "Jean-Philippe Bouchaud"
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  "bibtex": "https://research.draconitic.com/paper/7aa66afs40smn.bib",
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  "doi": "10.1080/14697688.2026.2710832",
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  "pdf_url": "https://arxiv.org/pdf/2505.02678",
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  "published": "2026-09-04",
  "publisher": "Taylor & Francis (Routledge)",
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  "title": "A nested factor model for equity markets: reconciling multifractal stock returns and rough index volatilities",
  "title_text": "A nested factor model for equity markets: reconciling multifractal stock returns and rough index volatilities",
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  "venue": "Quantitative Finance",
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