1Fama,E.,Efficient Capital Market:A Review of Theory and Empirical Work[J].Journal of Finance.1970,(25):383-417.
2Peters,E.,Chaos and Order in the Capital Market[M].New York:John Wiley & Sons,1991.
3Peters,E.,Fractal Market Analysis:Applying Chaos Theory to Investment and Economics[M].New York:John Wiley & Sons,1994.
4Abhyankar,A.H.,Copeland,L.S.,Wong,W.,Nonlinear Dynamics in Real Time Equity Market Indices:Evidence from the UK[J].Economic Journal.1995,(105):864-880.
5Abhyankar,A.H.,Copeland,L.S.,Wong,W.,Uncovering Nonlinear Structure in Real Time Stock Market Indices:the S&P500,the DAX,the Nikkei 225,and FTSE-100[J].Journal of Business and Economic Statistics.1997,(15):1-14.
