Tiwari, Aviral Kumar; Dar, Arif Billah; Bhanja, Niyati; … - 2016
-frequency framework over a monthly period 1791:08–2015:05. Using the Empirical Mode Decomposition technique, the S&P 500 stock price index … is divided into different frequencies known as intrinsic mode functions (IMFs) and one residual. The IMFs and the …