Measuring multi-volatility states of financial markets based on multifractal clustering model

Xun Huang, Huiyue Tang

Year of publication:	2022
Authors:	Huang, Xun ; Tang, Huiyue
Published in:	Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 3, p. 422-434
Subject:	clustering \| financial risk \| multi-volatility states \| multifractal \| volatility measurement \| Volatilität \| Volatility \| Finanzmarkt \| Financial market \| Regionales Cluster \| Regional cluster \| Clusteranalyse \| Cluster analysis \| Messung \| Measurement \| Theorie \| Theory

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