  In this paper, we obtain a Lamperti type representation for real-valued
self-similar Markov processes, killed at their hitting time of zero. Namely, we
represent real-valued self-similar Markov processes as time changed
multiplicative invariant processes. Doing so, we complete Kiu's work
[Stochastic Process. Appl. 10 (1980) 183-191], following some ideas in
Chybiryakov [Stochastic Process. Appl. 116 (2006) 857-872] in order to
characterize the underlying processes in this representation. We provide some
examples where the characteristics of the underlying processes can be computed
explicitly.
