Analysis of financial indices by means of the windowed Fourier transform
نویسندگان
چکیده
منابع مشابه
Analysis of financial indices by means of the windowed Fourier transform
The goal of this study is to analyze the dynamical properties of financial data series from nineteen worldwide stock market indices (SMI) during the period 1995–2009. SMI reveal a complex behavior that can be explored since it is available a considerable volume of data. In this paper is applied the window Fourier transform and methods of fractional calculus. The results reveal classification pa...
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ژورنال
عنوان ژورنال: Signal, Image and Video Processing
سال: 2012
ISSN: 1863-1703,1863-1711
DOI: 10.1007/s11760-012-0331-3