@article{Bassler2006,
title = {Markov processes, Hurst exponents, and nonlinear diffusion equations:
With application to finance},
author = {Kevin E. Bassler and Gemunu H. Gunaratne and Joseph L. McCauley},
day = {15},
journal = {Physica A: Statistical Mechanics and its Applications},
month = {Sep},
number = {2},
pages = {343--353},
url = {http://www.sciencedirect.com/science/article/B6TVG-4JBGGFF-5/1/048e4a110f29746c2eed6426e7e8e174},
volume = {369},
year = {2006},
description = {Physica A},
keywords = {Hurst exponent }
}
::