yes, back in 1990-2000. See https://www.econstor.eu/bitstream/10419/40278/1/338823255.pdf https://www.econstor.eu/bitstream/10419/40278/1/338823255.pd... though

yes, back in 1990-2000. See https://www.econstor.eu/bitstream/10419/40278/1/338823255.pdf https://www.econstor.eu/bitstream/10419/40278/1/338823255.pd... though I was thinking of another paper which I couldn't find with a quick google. See also Mandelbrot, fractals and scaling in finance, 1997 https://link.springer.com/book/10.1007/978-1-4757-2763-0 https://link.springer.com/book/10.1007/978-1-4757-2763-0