Analysis of stock market data by using Dynamic Fourier and Wavelets techniques
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DOI: 10.1016/j.physa.2019.122785
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- Yao, Yinhong & Li, Jingyu & Chen, Wei, 2024. "Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets: Comparing the impacts of three Stock Connect programs," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1217-1233.
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Keywords
Dynamic Fourier Transform; Wavelets; Financial time series; Stock market; Power spectrum;All these keywords.
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