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"Research on the portfolio model based on Mean-MF-DCCA under multifractal ..."

Jia Li et al. (2021)

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DOI: 10.1016/J.CAM.2020.113264

access: closed

type: Journal Article

metadata version: 2021-01-07

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Jia Li, Xu Wu, Linlin Zhang, Qianying Feng:
Research on the portfolio model based on Mean-MF-DCCA under multifractal feature constraint. J. Comput. Appl. Math. 386: 113264 (2021)

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