Forecasting volatility of SSEC in Chinese stock market using multifractal analysis

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Finite-size effect and the components of multifractality in financial volatility (2009, background): “In a similar vein, the so-called multifractal volatility has been introduced to measure stock market risks, which can be used to estimate the dynamic Value-at-Risk of an asset [39].”
Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA (2013, background): “The presence of multifractality suggests the inefficiency [1–6], volatility predictability [7], crash predictions [8,9], and complexity [10–12] of the market.”