1Peng CK,Buldyrev SV,Havlin S,et al.Mosaic organization of DNA nucleotides. Physical Review E Statistical, Nonlinear and Soft Matter Physics . 1994
2Kantelhardt J W,Zschiegner S A,Koscielny-Bunde E,et al.Multifractal detrended fluctuation analysis of nonstationary time series[].Physica A Statistical Mechanics and its Applications.2002
3Hurst H E.Long-term storage capacity of reservoirs[].Transactions of the American Society of Civil Engineers.1951
4Cajueiro,D.O,Tabak,B.M.The Hurst’’s Exponent Over Time:Testing the Assertion that Emerging Markets are Becoming More Efficient[].Physica A Statistical Mechanics and its Applications.2004
5Tabak Benjamin M,Cajueiro Daniel O.Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility[].Energy Economics.2007
6D.O.Cajueiro,B.M.Tabak.Testing for time-varying long-range dependence in volatility for emerging markets[].Physica A Statistical Mechanics and its Applications.2005
7Y.Wang,L.Liu,R.Gu,J.Cao,H.Wang.Analysis of market ef?ciency for the Shanghai stock market over time[].Physica A Statistical Mechanics and its Applications.2010
