3Markowitz H. Portfolio Selection [J]. The Journal of Finance, 1952,7(1) ,77-91.
4Sharpe W. F. Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk [J]. The Journal of Finance, 1964,19(3) , 425-442.
5Hurst H E. Long--term storage capacity of reservoirs[J]. American Society of Civil Engineers,1951,116:770 -799.
6Mandelbrot B. The Pareto Levy law and the distribution of income[J]. International Economic Review, 1960,1 (2) :79 -106.
7Peters E. Fractal Market Analysis: Applying Chaos Theory to Investment and Economics[M]. John Wiley & Sons Inc, New York,.1994.
8Lo A. W. Long-Term Memory in Stock Market Prices [J]. Econometrica, 1991, 59(5) :1279-1313.
9Giraitis L, Kokoszkab P, Leipusc R, Teyssiere G. Resealed variance and related tests for long memory in volatility and levels [J]. Journal of Econometrics,2003 , 112(2) :265 - 294.
10Battena J. A. , Ellis C. A. , Fethertsonc T.A. Sample period selection and long-term dependence: New evidence from the Dow Jones index[J]. Chaos, Solitons & Fractals, 2008, 36(5):1126- 1140.