Adaptive complementary ensemble EMD and energy-frequency spectra of cryptocurrency prices
Year of publication: |
2022
|
---|---|
Authors: | Leung, Tim ; Zhao, Theodore |
Published in: |
International journal of financial engineering. - Singapore [u.a.] : World Scientific, ISSN 2424-7944, ZDB-ID 2832512-6. - Vol. 9.2022, 1, Art.-No. 2141008, p. 1-23
|
Subject: | cryptocurrency | empirical mode decomposition | filtering | spectral analysis | Time series | volatility | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Theorie | Theory |
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