PERIODIC COMPONENTS AND CHARACTERISTIC TIME SCALES IN THE FINANCIAL MARKET

DOI10.1142/S0217984908017151zbMath1155.91396OpenAlexW2167654611MaRDI QIDQ3597437

Hongfa Wu, Chunxia Yang, Yingchao Zhang

Publication date: 9 February 2009

Published in: Modern Physics Letters B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0217984908017151

Mathematics Subject Classification ID

Economic time series analysis (91B84) Numerical methods for discrete and fast Fourier transforms (65T50)

Cites Work

• Generalized autoregressive conditional heteroscedasticity
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
• Similarities and differences between physics and economics

This page was built for publication: PERIODIC COMPONENTS AND CHARACTERISTIC TIME SCALES IN THE FINANCIAL MARKET