Tiwari, Aviral K.; Dar, Arif B.; Bhanja, Niyati; Gupta, … - In: Economics: The Open-Access, Open-Assessment E-Journal 10 (2016) 2016-9, pp. 1-15
-frequency framework over a monthly period 1791:08-2015:05. Using the Empirical Mode Decomposition technique, the S&P 500 stock price index … is divided into different frequencies known as intrinsic mode functions (IMFs) and one residual. The IMFs and the …