Walter Willinger, Murad S. Taqqu, Vadim Teverovsky. Stock market prices and long-range dependence. Finance and Stochastics, 3(1):1-13, 1999. [doi]
@article{WillingerTT99,
title = {Stock market prices and long-range dependence},
author = {Walter Willinger and Murad S. Taqqu and Vadim Teverovsky},
year = {1999},
doi = {10.1007/s007800050049},
url = {http://dx.doi.org/10.1007/s007800050049},
researchr = {https://researchr.org/publication/WillingerTT99},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {3},
number = {1},
pages = {1-13},
}