Multifractal Behaviors of Stock Indices and Their Ability to Improve Forecasting in a Volatility Clustering Period
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DOI: 10.3390/e23081018
Abstract: 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… read more here.
Keywords: behaviors stock; volatility clustering; improve forecasting; period ... See more keywords