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

Physica A: Statistical Mechanics and its Applications

Volumn 437, Issue , 2015, Pages 130-138

  Lahmiri, Salim ^a  

^a ESCA School of Management   (Morocco)

Author keywords

Detrended fluctuation; Financial time series; Long memory; Short term variations; Trend; Variational mode decomposition

Indexed keywords

COMMERCE; FINANCIAL DATA PROCESSING; SIGNAL PROCESSING;

DETRENDED FLUCTUATION; FINANCIAL TIME SERIES; LONG MEMORY; MODE DECOMPOSITION; SHORT-TERM VARIATIONS; TREND;

FINANCIAL MARKETS;

EID: 84930959694     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2015.05.067     Document Type: Article

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