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Search: subject:"EMD decomposition"
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EMD decomposition
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ECONIS (ZBW)
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Out-of-sample equity premium predictability : an EMD-denoising based model
Li, Haohua
;
Mei, Yuhe
;
Hao, Xianfeng
;
Chen, Zhuo
- In:
Pacific-Basin finance journal
88
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10015324457
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Quantifying information transfer among clean energy, carbon, oil, and precious metals : a novel transfer entropy-based approach
Dhifaoui, Zouhaier
;
Khalfaoui, Rabeh
;
Abedin, Mohammad …
- In:
Finance research letters
49
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013479222
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