Kalisky, Tomer; Ashkenazy, Yosef; Havlin, Shlomo - arXiv.org - 2004
Previous studies indicate that nonlinear properties of Gaussian time series with long-range correlations, $u_i$, can be detected and quantified by studying the correlations in the magnitude series $|u_i|$, i.e., the ``volatility''. However, the origin for this empirical observation still remains...