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Browsing by Subject "S&P 500 Index"
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Tiwari, Aviral Kumar; Dar, Arif B.; Bhanja, Niyati; Gupta, Rangan
(Kiel Institute for the World Economy, 2016-02-24)
In this paper, the dynamics of Standard and Poor's 500 (S&P 500) stock price index is analysed
within a time-frequency framework over a monthly period 1791:08–2015:05. Using the Empirical
Mode Decomposition technique, ...