Multifractal scenarios for products of geometric Lévy-based stationary models

Abstract

We investigate the properties of multifractal products of geometric Gaussian processes with possible long-range dependence and geometric Ornstein-Uhlenbeck processes driven by Lévy motion and their finite and infinite superpositions. We construct the multifractal, such as loggamma, log-tempered stable, or log-normal tempered stable scenarios.