Power laws and long memory

Author: Lux T.  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.1, Iss.6, 2001-06, pp. : 560-562

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

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.