Forecasts for international financial series with VMD algorithms
Year of publication: |
2022
|
---|---|
Authors: | Guo, Wei ; Liu, Qingfu ; Luo, Zhidan ; Tse, Yiuman |
Published in: |
Journal of Asian economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1049-0078, ZDB-ID 1061920-3. - Vol. 80.2022, p. 1-14
|
Subject: | ARIMA | Financial time series | Forecasting | International stock indices | Taylor expansion forecasting | Variational mode decomposition | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Aktienindex | Stock index | Internationaler Finanzmarkt | International financial market | Prognose | Forecast | Finanzmarkt | Financial market | Volatilität | Volatility | Theorie | Theory | Welt | World | ARMA-Modell | ARMA model |
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