Mixed frequency domain spillover effect of international economic policy uncertainty on stock market.
Shuzhen ZhuXiaofei WuZhen HeYining HePublished in: Kybernetes (2022)
Keyphrases
- frequency domain
- stock market
- chinese stock market
- spatial domain
- fourier transform
- short term
- stock exchange
- stock price
- power spectrum
- feature extraction
- low frequency
- cross correlation
- stock index futures
- stock trading
- financial data
- stock returns
- financial time series
- trading rules
- financial markets
- listed companies
- fourier analysis
- subband
- denoising
- stock data
- spectrum analysis
- power spectra
- power spectral
- portfolio optimization
- signal processing
- garch model
- investment strategies
- robust optimization
- wavelet domain
- principal component analysis
- long term
- image processing
- financial news
- computer vision