Forecasts for international financial series with VMD algorithms
Wei Guo, Qingfu Liu, Zhidan Luo, Yiuman Tse
| Year of publication: |
2022
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|---|---|
| Authors: | Guo, Wei ; Liu, Qingfu ; Luo, Zhidan ; Tse, Yiuman |
| Published in: |
Journal of Asian economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1049-0078, ZDB-ID 1061920-3. - Vol. 80.2022, p. 1-14
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| Subject: | ARIMA | Financial time series | Forecasting | International stock indices | Taylor expansion forecasting | Variational mode decomposition | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Prognose | Forecast | Aktienindex | Stock index | Theorie | Theory | Welt | World | Internationaler Finanzmarkt | International financial market | ARCH-Modell | ARCH model | Finanzmarkt | Financial market | ARMA-Modell | ARMA model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.asieco.2022.101458 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013431356