<P>请发送到邮箱<a href="mailto:whl0608@163.com" target="_blank" >whl0608@163.com</A> 谢谢！！</P>

谢谢，<a href="mailto:ying_zhu@126.com" target="_blank" ><FONT color=#3f62ba>ying_zhu@126.com</FONT></A>的帮忙。

<P><a href="http://web.ebscohost.com/ehost/viewarticle?data=dGJyMPPp44rp2%2fdV0%2bnjisfk5Ie46bROsKezUbek63nn5Kx95uXxjL6urUqxpbBIrq2eSa6ws0u4q7A4v8OkjPDX7Ivf2fKB7eTnfLuntFGuprBIs6exPurX7H%2b72%2bw%2b4ti7fe3epIzf3btZzJzfhrums0%2b3q7RJpNztiuvX8lXk6%2bqE0tv2jAAA&amp;hid=21" target="_blank" ><FONT color=#0033ff size=3>Non-random Topology of Stock Markets</FONT></A><FONT size=3> </FONT><FONT size=3>Vandewalle, N.; Brisbois, F.; Tordoir, X.; <EM><STRONG>Quantitative Finance</STRONG></EM>, May 2001, v. 1, iss. 3, pp. 372-74</FONT></P>
<P><FONT size=3>看看是不是这篇</FONT></P><BR>

<P>已上传到论坛附件并发送到楼主邮箱</P>

<P><BR></P>

<DIV class=quote><B>以下是引用<I>whl0608</I>在2007-8-23 22:52:00的发言：</B><BR>谢谢，<a href="mailto:ying_zhu@126.com" target="_blank" ><FONT color=#3f62ba>ying_zhu@126.com</FONT></A>的帮忙。</DIV>
<p>不客气……已经发送完了都不记得回帖呢：）所以有点晚