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Multifractal Behaviors of Stock Indices and Their Ability to Improve Forecasting in a Volatility Clustering Period
The financial market is a complex system, which has become more complicated due to the sudden impact of the COVID-19 pandemic in 2020. As a result there may be much higher degree of uncertainty and volatility clustering in stock markets. How does this “black swan” event affect the fractal behaviors...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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MDPI
2021
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8392555/ https://www.ncbi.nlm.nih.gov/pubmed/34441158 http://dx.doi.org/10.3390/e23081018 |