Applications of Hilbert–Huang transform to non‐stationary financial time series analysis
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Publication:4676856
DOI10.1002/asmb.501zbMath1063.62144OpenAlexW2140208140MaRDI QIDQ4676856
Norden Huang, Wendong Qu, Man-Li Wu, Steven R. Long, Samuel Shan-Pu Shen
Publication date: 20 May 2005
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.501
data analysisvolatilityfinancial time seriesempirical mode decomposition (EMD)Hilbert-Huang transform (HHT)Hilbert spectral analysisstock price analysis
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