Cite
Multifractal Behaviors of Stock Indices and Their Ability to Improve Forecasting in a Volatility Clustering Period.
MLA
Zhang, Shuwen, and Wen Fang. “Multifractal Behaviors of Stock Indices and Their Ability to Improve Forecasting in a Volatility Clustering Period.” Entropy, vol. 23, no. 8, Aug. 2021, p. 1018. EBSCOhost, https://doi.org/10.3390/e23081018.
APA
Zhang, S., & Fang, W. (2021). Multifractal Behaviors of Stock Indices and Their Ability to Improve Forecasting in a Volatility Clustering Period. Entropy, 23(8), 1018. https://doi.org/10.3390/e23081018
Chicago
Zhang, Shuwen, and Wen Fang. 2021. “Multifractal Behaviors of Stock Indices and Their Ability to Improve Forecasting in a Volatility Clustering Period.” Entropy 23 (8): 1018. doi:10.3390/e23081018.