[0]Carbonea,A., Castellia,G.,Stanley,H.E. Time-dependent Hurst Exponent in Financial Time Series[J]. Physica A,2004,(344).
[1] Alvarez-Ramirez, J., Alvarez, J., Rodriguez, E.,Fernandez-Anaya, G.Time-varying Hurst Exponent for US Stock Markets[J]. Physica A ,2009,(387).