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Stochastic Ito-Calculus and numerical approximations for asset price forecasting in the Nigerian stock market

Urama, Thomas Chinwe; Ezepue, Patrick Oseloka - In: Journal of mathematical finance 8 (2018) 4, pp. 640-667

Persistent link: https://www.econbiz.de/10012016532

Carbon price analysis using empirical mode decomposition

Zhu, Bangzhu; Wang, Ping; Chevallier, Julien; Wei, Yi-Ming - In: Computational economics 45 (2015) 2, pp. 195-206

Persistent link: https://www.econbiz.de/10011325724

Analysis of efficiency for Shenzhen stock market : evidence from the source of multifractality

Liu, Li; Wang, Yudong; Wan, Jieqiu - In: International review of financial analysis 19 (2010) 4, pp. 237-241

Persistent link: https://www.econbiz.de/10009272670

Software implementation of realtime discrete wavelet transform algorithm with filter banks

Bogdanovs, Nikolajs; Grabs, Elans; Petersons, Ernests - In: International journal of information systems in the … 8 (2016) 2, pp. 70-86

Persistent link: https://www.econbiz.de/10011493945

On the time scale behavior of equity-commodity links : implications for portfolio management

Bekiros, Stelios; Nguyen, Duc Khuong; Uddin, Mohammed … - In: Journal of international financial markets, … 41 (2016), pp. 30-46

Persistent link: https://www.econbiz.de/10011475907

Crude oil market autocorrelation : evidence from multiscale quantile regression analysis

Sun, Jie; Zhao, Xiaojun; Xu, Chao - In: Energy economics 98 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012822032

Commodities price cycles and their interdependence with equity markets

Boako, Gideon; Alagidede, Imhotep Paul; Sjo, Bo; Uddin, … - In: Energy economics 91 (2020), pp. 1-26

Persistent link: https://www.econbiz.de/10012518586

A novel BEMD-based method for forecasting tourist volume with search engine data

Tang, Ling; Zhang, Chengyuan; Li, Tingfei; Li, Ling - In: Tourism economics : the business and finance of tourism … 27 (2021) 5, pp. 1015-1038

Persistent link: https://www.econbiz.de/10012625880

Multiscale decomposition and spectral analysis of sector ETF price dynamics

Leung, Tim; Zhao, Theodore - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-22

We present a multiscale analysis of the price dynamics of U.S. sector exchange-traded funds (ETFs). Our methodology features a multiscale noise-assisted approach, called the complementary ensemble empirical mode decomposition (CEEMD), that decomposes any financial time series into a number of...

Persistent link: https://www.econbiz.de/10012628813

Coal overcapacity in China : multiscale analysis and prediction

Wang, Delu; Wang, Yadong; Song, Xuefeng; Liu, Yun - In: Energy economics 70 (2018), pp. 244-257

Persistent link: https://www.econbiz.de/10011942717