True and Apparent Scaling: The Proximities of the Markov-Switching Multifractal model to Long-Range Dependence

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@article{07ebd7487d164257b876748835e3e3bf,

title = "True and Apparent Scaling: The Proximities of the Markov-Switching Multifractal model to Long-Range Dependence",

author = "R Liu and T Lux and {Di Matteo}, Tiziana",

year = "2007",

month = sep,

day = "1",

language = "English",

volume = "383",

pages = "35 -- 42",

journal = "PHYSICA A",

publisher = "Elsevier",

number = "1 SPEC. ISS.",

}