1 이정형, "한국주식시장의 확률적 변동성에 대한 장기기억 특성" 한국자료분석학회 11 (11): 1979-1990, 2009
2 이정형, "한국선물시장의 수익률과 변동성에 대한 장기기억 특성" 한국자료분석학회 6 (6): 1063-1072, 2004
3 윤성민, "한국 금융시장 장기기억 특성의 시간가변성" 한국자료분석학회 13 (13): 2561-2572, 2011
4 강상훈, "아시아 주식시장에서의 시간가변 장기기억 특성의 변화" 한국자료분석학회 14 (14): 355-366, 2012
5 윤성민, "시간가변 허스트 지수 분석을 통한 브릭스 주식시장의 효율성 변화" 한국자료분석학회 15 (15): 381-393, 2013
6 Serletis, A., "The Hurst Exponent in Energy Futures Prices" 380 : 325-332, 2007
7 Cajueiro, D. O., "The Hurst Exponent Over Time: Testing the Assertion that Emerging Markets are Becoming More Efficient" 336 (336): 521-537, 2004
8 Cajueiro, D. O., "Testing for Time-Varying Long-Range Dependence in Volatility for Emerging Markets" 346 (346): 577-588, 2005
9 Alvarez-Ramirez, J., "Short-Term Predictability of Crude Oil Markets : A Detrended Fluctuation Analysis Approach" 30 (30): 2645-2656, 2008
10 Serletis, A., "Random Fractal Structures in North American Energy Markets" 26 (26): 389-399, 2004
1 이정형, "한국주식시장의 확률적 변동성에 대한 장기기억 특성" 한국자료분석학회 11 (11): 1979-1990, 2009
2 이정형, "한국선물시장의 수익률과 변동성에 대한 장기기억 특성" 한국자료분석학회 6 (6): 1063-1072, 2004
3 윤성민, "한국 금융시장 장기기억 특성의 시간가변성" 한국자료분석학회 13 (13): 2561-2572, 2011
4 강상훈, "아시아 주식시장에서의 시간가변 장기기억 특성의 변화" 한국자료분석학회 14 (14): 355-366, 2012
5 윤성민, "시간가변 허스트 지수 분석을 통한 브릭스 주식시장의 효율성 변화" 한국자료분석학회 15 (15): 381-393, 2013
6 Serletis, A., "The Hurst Exponent in Energy Futures Prices" 380 : 325-332, 2007
7 Cajueiro, D. O., "The Hurst Exponent Over Time: Testing the Assertion that Emerging Markets are Becoming More Efficient" 336 (336): 521-537, 2004
8 Cajueiro, D. O., "Testing for Time-Varying Long-Range Dependence in Volatility for Emerging Markets" 346 (346): 577-588, 2005
9 Alvarez-Ramirez, J., "Short-Term Predictability of Crude Oil Markets : A Detrended Fluctuation Analysis Approach" 30 (30): 2645-2656, 2008
10 Serletis, A., "Random Fractal Structures in North American Energy Markets" 26 (26): 389-399, 2004
11 Granger, C. W. J., "Occasional Structural Breaks and Long Memory with an Application to the S&P 500 Absolute Stock Returns" 11 (11): 399-421, 2004
12 Alvarez-Ramirez, J., "Multifractal Hurst Analysis of Crude Oil Prices" 313 (313): 651-670, 2002
13 Gourieroux, C., "Memory and Infrequent Breaks" 70 (70): 29-41, 2001
14 Hurst, H. E., "Long-Term Storage Capacity of Reservoirs" 116 : 770-799, 1951
15 Wang, Y., "Long Memory in Energy Futures Markets : Further Evidence" 37 (37): 261-272, 2012
16 Diebold, F. X., "Long Memory and Regime Switching" 105 (105): 131-159, 2001
17 Wang, Y., "Is WTI Crude Oil Market Becoming Weakly Efficient Over Time? New Evidence from Multiscale Analysis Based on Detrended Fluctuation Analysis" 32 (32): 987-992, 2010
18 McMillan, D. G., "Intra-day Periodicity, Temporal Aggregation and Time-to-maturity in FTSE-100 Index Futures Volatility" 14 (14): 253-263, 2006
19 Peters, E. E., "Fractal Market Analysis: Applying Chaos Theory to Investment and Economics" John Wiley & Sons 1994
20 Fama, E. F., "Efficient Capital Markets : A Review of Theory and Empirical Work" 25 (25): 383-417, 1970
21 Peters, E. E., "Chaos and Order in the Capital Markets" John Wiley & Sons 1991
22 Tabak, B. M., "Are the Crude Oil Markets Becoming Weakly Efficient Over Time? A Test for Time-Varying Long-Range Dependence in Prices and Volatility" 29 (29): 28-36, 2007
23 Granger, C. W. J., "A Simple Nonlinear Time Series Model with Misleading Linear Properties" 62 (62): 161-165, 1999
24 Jin, H. J., "A New t-test for the R/S Analysis and Long Memory in Agricultural Commodity Prices" 11 (11): 661-667, 2004