Journal of Northeastern University(Natural Science)
Multifractal Volatility Modeling of Stock Market Considering Jumps and Leverage Effects
ZHANG Tong-hui， YUAN Ying， ZHUANG Xin-tian
Journal of Northeastern University Natural Science . 2020, (4): 594 -598 .  DOI: 10.12068/j.issn.1005-3026.2020.04.024