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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

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

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

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

Crude oil risk forecasting : new evidence from multiscale analysis approach

He, Kaijian; Tso, Kwok Fai Geoffrey; Zou, Yingchao; Liu, Jia - In: Energy economics 76 (2018), pp. 574-583

Persistent link: https://www.econbiz.de/10011976731

Stock market contagion during the global financial crisis : a multiscale approach

Wang, Gang-Jin; Chi, Xie; Lin, Min; Stanley, H. Eugene - In: Finance research letters 22 (2017), pp. 163-168

Persistent link: https://www.econbiz.de/10011808129

Equity markets volatility clustering : a multiscale analysis of intraday and overnight returns

Zhao, Xiaojun; Zhang, Na; Zhang, Yali; Xu, Chao; Shang, … - In: Journal of empirical finance 77 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014578531

Crude oil market autocorrelation : evidence from multiscale quantile regression analysis

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

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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

Commodities price cycles and their interdependence with equity markets

Boako, Gideon; Alagidede, Imhotep Paul - 2021

Persistent link: https://www.econbiz.de/10012631215