Power laws and long memory

Thomas Lux

Quantitative Finance, 2001, vol. 1, issue 6, 560-562

Abstract: Thomas Lux comments on the paper by Blake LeBaron, on page 621 of this issue, by recalling related findings of spurious scaling properties and questions whether we can distinguish between true and spurious scaling laws in finite data series.

Date: 2001
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DOI: 10.1080/713666000

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