Forecasts for international financial series with VMD algorithms

Research output: Contribution to journal › Article › peer-review

Keywords

@article{d389826d5d99449b977c03633f802aa3,

title = "Forecasts for international financial series with VMD algorithms",

keywords = "International stock indices, Forecasting, Variational mode decomposition, Taylor expansion forecasting, ARIMA, Financial time series",

author = "Yiuman Tse and Wei Guo",

year = "2022",

month = jun,

doi = "10.1016/j.asieco.2022.101458",

language = "American English",

volume = "80",

journal = "Journal of Asian Economics",

}

TY - JOUR

T1 - Forecasts for international financial series with VMD algorithms

AU - Tse, Yiuman

AU - Guo, Wei

PY - 2022/6

Y1 - 2022/6

KW - International stock indices

KW - Forecasting

KW - Variational mode decomposition

KW - Taylor expansion forecasting

KW - ARIMA

KW - Financial time series

UR - https://doi.org/10.1016/J.ASIECO.2022.101458

U2 - 10.1016/j.asieco.2022.101458

DO - 10.1016/j.asieco.2022.101458

M3 - Article

VL - 80

JO - Journal of Asian Economics

JF - Journal of Asian Economics

ER -