1. For a review of different methodologies proposed in literature, see;D Kugiumtzis;Chaotic time series. Part I1: system identification and prediction,1995
2. Non linear dynamics in real time equity market indexes: evidence from the United Kingdom;A Abhyankar;Economic Journal,1995
3. ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS
4. Long term dependence in stock returns;J T Barkoulas;Economics,1996