Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets

Bassler, K.McCauley, J.L.Gunaratne, G.H.2015-12-302015-12-302007Proceedings of the National Academy of Sciences of the United States of America, 104(44):p.17287-17290https://dl-ifs.nsf.gov.lk/handle/1/892Nonstationary increments, scaling distributions, and variable diffusion processes in financial marketsArticle