Multifrequency network for SADC exchange rate markets using EEMD-based DCCA
Anokye M. Adam, Kwabena Kyei, Simiso Moyo, Ryan Gill, Emmanuel N. Gyamfi
| Year of publication: |
2022
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|---|---|
| Authors: | Adam, Anokye M. ; Kyei, Kwabena ; Moyo, Simiso ; Gill, Ryan ; Gyamfi, Emmanuel Numapau |
| Published in: |
Journal of economics and finance : JEF. - New York, NY : Springer, ISSN 1938-9744, ZDB-ID 2069807-0. - Vol. 46.2022, 1, p. 145-166
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| Subject: | Detrended cross-correlation analysis (DCCA) | Ensemble empirical mode decomposition (EEMD) | Intrinsic mode function | Exchange rate | Short data span | Nonstationarity | Nonlinearity | Long memory | Time series | Wechselkurs | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Theorie | Theory | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-021-09560-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012795674