Essays about: "Variational mode decomposition"
Found 1 essay containing the words Variational mode decomposition.
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1. Dependence structure and risk spillovers between real estate and stock markets: An application of VMD based time-varying copula approach
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : In this thesis, we combine copulas with the variational mode decomposition (VMD) method to explore the dependence structure between real estate and stock market in three countries, namely China, U.S. and Australia. READ MORE
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