Author: Lux T.
Publisher: Routledge Ltd
ISSN: 1469-7688
Source: Quantitative Finance, Vol.1, Iss.6, 2001-06, pp. : 560-562
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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.
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