Long memory in international financial markets trends and short movements during 2008 financial crisis based on variational mode decomposition and detrended fluctuation analysis

By Salim Lahmiri. 2015

97 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistical and Nonlinear Physics, Signal Processing

View Paper: https://www.semanticscholar.org/paper/6e82ed1794ab0e8b09f305259f29698a94b46e3e

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Ganggang Zuo
2. Xinxin He
3. Jiancang Xie
4. Jungang Luo
5. Peng Li

In Statistical and Nonlinear Physics

1. Ganggang Zuo
2. Xinxin He
3. Jiancang Xie
4. Jungang Luo
5. Peng Li

In Signal Processing

1. Ganggang Zuo
2. Xinxin He
3. Jiancang Xie
4. Jungang Luo
5. Peng Li

Citations in the corpus

• A Hybrid Model Based on Variational Mode Decomposition and Gradient Boosting Regression Tree for Monthly Runoff Forecasting (2020, methodology): “As a new signal decomposition technique, the VMD approach has recently been employed in signal de-noising processing (Lahmiri and Boukadoum 2014), wind power forecasting (Abdoos 2016), and financial time series analysis (Lahmiri 2015).”