Effects of COVID-19 on Chinese sectoral indices: a multifractal analysis
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DOI: 10.1142/s0218348x2150198x
Abstract: In this paper, we analyze 26 Chinese sectoral indices and evaluate the effects of the crisis caused by COVID-19 on its efficiency. We calculated the degree of multifractality in the pre- and post-COVID-19 period and… read more here.
Keywords: multifractal analysis; effects covid; sectoral indices; chinese sectoral ... See more keywords