Papers: 10.3390/e23081018

https://doi.org/10.3390/e23081018

Multifractal Behaviors of Stock Indices and Their Ability to Improve Forecasting in a Volatility Clustering Period

Cited by: 10
Author(s): Shuwen Zhang, Fang Wen
Published: about 5 years ago

Software Mentions 3

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Python plotting package
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pypi: numpy
Fundamental package for array computing in Python
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pypi: pandas
Powerful data structures for data analysis, time series, and statistics
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