Multiresolution causality of Bitcoin on GCC stock markets: Utilizing EMD-Granger analytical methodology.
Foued SaâdaouiBochra RabbouchHarish GargPublished in: Pattern Recognit. Lett. (2024)
Keyphrases
- stock market
- multiresolution
- trading systems
- stock returns
- granger causality
- trading rules
- financial time series
- short term
- stock price
- wavelet transform
- stock trading
- financial data
- stock exchange
- monetary policy
- wavelet decomposition
- stock data
- distance measure
- financial markets
- garch model
- subband
- non stationary
- causal relationships
- empirical mode decomposition
- foreign exchange
- wavelet coefficients