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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
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