A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015
Year of publication: |
2016
|
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Authors: | Tiwari, Aviral K. ; Dar, Arif B. ; Bhanja, Niyati ; Gupta, Rangan |
Published in: |
Economics: The Open-Access, Open-Assessment E-Journal. - Kiel : Kiel Institute for the World Economy (IfW), ISSN 1864-6042. - Vol. 10.2016, 2016-9, p. 1-15
|
Publisher: |
Kiel : Kiel Institute for the World Economy (IfW) |
Subject: | Empirical Mode Decomposition | stock prices | S&P 500 Index | United States |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.5018/economics-ejournal.ja.2016-9 [DOI] 85611457X [GVK] hdl:10419/130232 [Handle] RePEc:zbw:ifweej:20169 [RePEc] |
Classification: | C22 - Time-Series Models ; G10 - General Financial Markets. General |
Source: |
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A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015
Tiwari, Aviral Kumar, (2016)
-
A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015
Tiwari, Aviral Kumar, (2016)
-
A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015
Tiwari, Aviral Kumar, (2016)
- More ...
-
A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015
Tiwari, Aviral Kumar, (2016)
-
A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015
Tiwari, Aviral Kumar, (2016)
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Dar, Arif Billah, (2013)
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