4[1]Robert F. Mulligan. Fractal analysis of highly volatile markets: an application to technology equities [J]. The Quarterly Review of Economics and Finance, 2004, 44:155 - 179.
5[2]Jorge Cavalcante. Long-range Dependence in the Returns and Volatility of the Brazilian Stock Market [J/OL]. www. bndes.gov. br/english/studies/imbsm. pdf, 2000.
6[3]Michael D McKenzie. Non-Periodic Australian Stock Market Cycles: Evidence from Rescaled Range Analysis [J]. The Economic Record, 2001, 77: 393-62406.
7[4]Golaka C Nath. Long Memory and Indian Stock Market-An Empirical Evidence [J/OL]. http://utiicm. com/golakanath/,2001.
8[5]彼得斯.分形市场分析[M].北京:经济科学出版社,2002.59-62.
9[8]David A Hsieh. Nonlinear Dynamics in Financial Markets: Evidence and Implications [J]. Institute for Quantitative Research in Finance, 1994, (10) : 2 - 625.
10[9]Shiguang Ma, Michelle L. Barnes. Are China's Stock Markets Really Weak- form Efficient? [J/OL]. Http://www. adelaide. edu. au/cies/, 2001.