Tiwari, Aviral K.; Dar, Arif B.; Bhanja, Niyati; Gupta, … - In: Economics: The Open-Access, Open-Assessment E-Journal 10 (2016) 2016-9, pp. 1-15
In this paper, the dynamics of Standard and Poor's 500 (S&P 500) stock price index is analysed within a time-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...
