Detección de periodos de crisis del NASDAQ con EEMD -AE
Crisis Periods Detection on NASDAQ Index Via EEMD-AE It is proposed to identify the beginning and end of the SARS-CoV-2 and subprime crises on the NASDAQ. The EEMD was used to decompose the index into consecutive series with the same number of components and their correlation coefficients were calc...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Mexicano de Ejecutivos de Finanzas
2022-08-01
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| Series: | Revista Mexicana de Economía y Finanzas Nueva Época REMEF |
| Subjects: | |
| Online Access: | https://www.remef.org.mx/index.php/remef/article/view/817 |