Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely:  present the construction of a continuous time stochastic process which has moments that satisfy an exact scaling relation, including odd order moments. It is based on a natural extension of the MRW construction described in [3]. This allows us to propose a continuous time model for the price of a financial asset that reflects most major stylized facts observed on real data, including asymmetry and multifractal scaling.
['Emmanuel Bacry', 'Laurent Duvernet', 'Jean-François Muzy']
I am writing a research paper on a idea CONTINUOUS-TIME SKEWED MULTIFRACTAL PROCESSES AS A MODEL FOR FINANCIAL RETURNS
[{"from": "human", "value": "I am writing a research paper on a idea CONTINUOUS-TIME SKEWED MULTIFRACTAL PROCESSES AS A MODEL FOR FINANCIAL RETURNS"}, {"from": "gpt", "value": "Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely:  present the construction of a continuous time stochastic process which has moments that satisfy an exact scaling relation, including odd order moments. It is based on a natural extension of the MRW construction described in [3]. This allows us to propose a continuous time model for the price of a financial asset that reflects most major stylized facts observed on real data, including asymmetry and multifractal scaling."}]