A Historical Analysis of the US Stock Price Index Using Empirical Mode Decomposition over 1791–2015
Main Authors: | Aviral K. Tiwari, Arif B. Dar, Niyati Bhanja, Rangan Gupta |
---|---|
Format: | Article |
Language: | English |
Published: |
De Gruyter
2016-02-01
|
Series: | Economics : the Open-Access, Open-Assessment e-Journal |
Online Access: | http://www.economics-ejournal.org/economics/discussionpapers/2016-9 |
Similar Items
-
A Historical Analysis of the US Stock Price Index Using Empirical Mode Decomposition over 1791–2015
by: Aviral K. Tiwari, et al.
Published: (2016-03-01) -
Exchange rate and monetary fundamentals: Long run relationship revisited
by: Bhanja Niyati, et al.
Published: (2015-01-01) -
Drivers of Stock Prices in Ghana: An Empirical Mode Decomposition Approach
by: Emmanuel. N. Gyamfi, et al.
Published: (2021-01-01) -
Price convergence patterns across U.S. States
by: Christou Christina, et al.
Published: (2019-01-01) -
Revisiting the twin deficits hypothesis: a quantile cointegration analysis over the period 1791-2013
by: Nikolaos Antonakakis, et al.
Published: (2019-01-01)