 We begin the presentation with the widely acknowledged "stylized facts " describing the distribution of the returns of financial assets: fat-tails , volatility clustering, etc. Then we show that some of these properties are directly linked to the way "time " is taken into account.
<meaning-changed>  We begin the presentation with the widely acknowledged "stylized facts " describing the distribution of the returns of financial assets: fat-tails , volatility clustering, etc. Then we show that some of these properties are directly linked to the way "time " is taken into account.
 We begin the presentation with the widely acknowledged "stylized facts " describing the distribution of the returns of financial assets: fat-tails , volatility clustering, autocorrelation, etc.- and recall that some of these properties are directly linked to the way "time " is taken into account.