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Cross-correlation analysis of stock markets using EMD and EEMD · Study

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ArticleCross-correlation analysis of stock markets using EMD and EEMD

Mengjia Xu2015

Article2015

Cross-correlation analysis of stock markets using EMD and EEMD

Mengjia Xu · Pengjian Shang · Aijing Lin

53 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Complex Systems and Time Series Analysis Stock Market Forecasting Methods Time Series Analysis and Forecasting

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References

2000An Introduction to Econophysics: Correlations and Complexity in Finance 2006Analysis of Financial Time Series 2008Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series 2003A theory of power-law distributions in financial market fluctuations 2008Multifractal detrended cross-correlation analysis for two nonstationary signals 2009Cross-correlations between volume change and price change 2010DCCA cross-correlation coefficient: Quantifying level of cross-correlation 2003Applications of Hilbert–Huang transform to non‐stationary financial time series analysis

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2020Analysis of EEMD-based quantile-in-quantile approach on spot- futures prices of energy and precious metals in India 2022A Stock Price Forecasting Model Integrating Complementary Ensemble Empirical Mode Decomposition and Independent Component Analysis

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Year2015

Typearticle

Published2015-09-12

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations53

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.physa.2015.08.063

openalex_workW1879647693

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