Dynamic correlations at different time-scales with empirical mode decomposition (2018)

First Author: Nava N

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.physa.2018.02.108

Publication URI: https://arxiv.org/abs/1708.06586

Type: Journal Article/Review

Parent Publication: Physica A: Statistical Mechanics and its Applications