Forecasting stock market in high and low volatility periods: a modified multifractal volatility approach

作者：Ying Yuan, Tonghui Zhang · 发表于：Chaos Solitons & Fractals · 年份：2020 · DOI：10.1016/j.chaos.2020.110252 · 被引用次数：7 · 研究领域：Complex Systems and Time Series Analysis、Financial Risk and Volatility Modeling、Financial Markets and Investment Strategies