APA (7th ed.) Citation

Zhang, S., & Fang, W. (2021). Multifractal Behaviors of Stock Indices and Their Ability to Improve Forecasting in a Volatility Clustering Period. Entropy (Basel, Switzerland), 23(8), 1018. https://doi.org/10.3390/e23081018

Chicago Style (17th ed.) Citation

Zhang, Shuwen, and Wen Fang. "Multifractal Behaviors of Stock Indices and Their Ability to Improve Forecasting in a Volatility Clustering Period." Entropy (Basel, Switzerland) 23, no. 8 (2021): 1018. https://doi.org/10.3390/e23081018.

MLA (9th ed.) Citation

Zhang, Shuwen, and Wen Fang. "Multifractal Behaviors of Stock Indices and Their Ability to Improve Forecasting in a Volatility Clustering Period." Entropy (Basel, Switzerland), vol. 23, no. 8, 2021, p. 1018, https://doi.org/10.3390/e23081018.