Applications of Hilbert–Huang transform to non‐stationary financial time series analysis (Q4676856)

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scientific article; zbMATH DE number 2169393
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Applications of Hilbert–Huang transform to non‐stationary financial time series analysis
scientific article; zbMATH DE number 2169393

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    Applications of Hilbert–Huang transform to non‐stationary financial time series analysis (English)
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    20 May 2005
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    Hilbert-Huang transform (HHT)
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    empirical mode decomposition (EMD)
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    financial time series
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    data analysis
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    Hilbert spectral analysis
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    volatility
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    stock price analysis
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