Realized volatility analysis from various perspectives based on Hilbert Huang transform
Sizhe Hou, Jiangrui Chen, Lianqian Yin, Wei Zhang, Xiaojie Liu & Haoting Li
| Year of publication: |
December 2015
|
|---|---|
| Authors: | Hou, Sizhe ; Chen, Jiangrui ; Yin, Lianqian ; Zhang, Wei ; Liu, Xiaojie ; Li, Haoting |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 7.2015, 12, p. 189-199
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| Subject: | the volatility of stock returns | Hilbert-Huang Transform (HHT) | the hysteresis of impact | the influence degree | the affect correlation | Volatilität | Volatility | Kapitaleinkommen | Capital income | Hysterese | Hysteresis | Korrelation | Correlation | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5539/ijef.v7n12p189 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011411813