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本附件包括：

• Time-dependent Hurst exponent in financial time series.pdf
• A comment on measuring the Hurst exponent of financial time series.pdf
• Can one make any crash prediction in finance using the local Hurst exponent idea.pdf
• Are Hurst exponents estimated from short or irregular time series meaningful.pdf
• testing the assertion that emerging markets are becoming more efficient.pdf
• Long-range correlations and nonstationarity in the Brazilian stock market.pdf
• Option pricing of fractional version of the Black–Scholes model with Hurst exponent H being in.pdf