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A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015
Tiwari, Aviral Kumar
;
Dar, Arif Billah
;
Bhanja, Niyati
; …
-
2016
important drivers of the
S&P
500
index
. These results are also robust across various subsamples identified based on structural …
Persistent link: https://www.econbiz.de/10011432569
Saved in:
2
Are the
S&P
500
index
and crude oil, natural gas and Ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
-
Revised: February 2016
intra-day data. The paper analyses the relationships among the
S&P
500
Index
and futures prices, returns and volatility of …
Persistent link: https://www.econbiz.de/10011441584
Saved in:
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