1Grassberger, P. , & I. Procaccia, 1983, Characterization of strange attractors[ J]. Physical Review Letters, 50:346- 349.
2Grossman, Sanford J. , & Joseph E. Stiglitz, 1980, On the impossibility of informationally efficient markets[J]. Americian Economic Review, 70(3) : 393 -408.
3Hagtvedt, Reidar, 1999, Chaos in Stock Returns [ D ]. A Doctorial Dissertation, Robinson College of Business of Georgia State University.
4Hsieh, David A. , 1989. Modeling heteroscedasticity in daily foreign -exchange rates[ J ], Journal of Business Economic Statistics, 7:307-317
5Hsieh, David A. , 1991, Chaos and nonlinear dynamics: application to financial markets[J]. Journal of Finance, 46(5): 1839 - 1877.
6Li, T. , & J. A. York, 1975, Period three implies chaos[J]. American Mathematical Monthly, 82:985 -992.
7Lo, Andrew W. , & A. Craig Mackinlay, 1988, Stock market prices do not follow random walk : evidence from a simple specification test [ J ]. Review of Financial Studies, 1 (1) : 41 -46.
8Mahajan, A. , & Andrew J. Wagner, 1999, Nonlinear dynamics in foreign exchange rates[J]. Global Finance Journal, 10(1) : 1-23.
9Meese, R. , & K. Rogoff, 1983a, Empirical exchange rate models of the seventies: do they fit out of sample[J] ?Journal of International Economics, 14(4) :3 -24.
10Meese, R. , & K. Rogoff, 1983b, The out- of-sample failure of empirical exchange rate models: sampling error or mis - specification [ A ] ? Exchange Rates and International Macroeconomics [ C ], Chicago: University of Chicago Press.