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, ...
