Analysis of financial indices by means of the windowed Fourier transform
| Data(s) |
07/02/2014
07/02/2014
2012
|
|---|---|
| Resumo |
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 patterns typical of fractional order systems. |
| Identificador |
DOI 10.1007/s11760-012-0331-3 1863-1703 1863-1711 |
| Idioma(s) |
eng |
| Publicador |
Springer |
| Relação |
Signal, Image and Video Processing; Vol. 6, Issue 3 http://link.springer.com/article/10.1007%2Fs11760-012-0331-3 |
| Direitos |
openAccess |
| Palavras-Chave | #Fourier transform #Windowed Fourier transform #Power law #Dynamics |
| Tipo |
article |
