Gao, Jianbo; Hu, Jing; Tung, Wen-Wen; Zheng, Yi - In: Quantitative Finance 13 (2013) 2, pp. 265-274
Economic time series usually exhibit complex behavior such as nonlinearity, fractal long-memory, and non-stationarity. Recently, considerable efforts have been made to detect chaos and fractal long-memory in finance. While evidence supporting fractal scaling in finance has been accumulating, it...