Multiscale decomposition and spectral analysis of sector ETF price dynamics
Year of publication: |
2021
|
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Authors: | Leung, Tim ; Zhao, Theodore |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 14.2021, 10, Art.-No. 464, p. 1-22
|
Subject: | empirical mode decomposition | exchange-traded funds | multiscale analysis | spectral analysis | time series | Zeitreihenanalyse | Time series analysis | Indexderivat | Index derivative | Dekompositionsverfahren | Decomposition method | Volatilität | Volatility |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm14100464 [DOI] hdl:10419/258568 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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