Gazda, Vladimír; Koøený, Karel; Výrost, Tomáš - In: Czech Journal of Economics and Finance (Finance a uver) 54 (2004) 7-8, pp. 325-334
of the time interval of the sample (for example daily, monthly or annual data). We analyze the cases when this assumption … find significant deviations from stated assumptions. Hence, contrary to the common practice, time-series scaling cannot be … used on all time series and requires prior careful examination of the analyzed data. …