Publicação
Analysis of financial indices by means of the windowed Fourier transform
| dc.contributor.author | Machado, J. A. Tenreiro | |
| dc.contributor.author | Duarte, Fernando B. | |
| dc.contributor.author | Duarte, Gonçalo Monteiro | |
| dc.date.accessioned | 2014-02-07T12:07:23Z | |
| dc.date.available | 2014-02-07T12:07:23Z | |
| dc.date.issued | 2012 | |
| dc.description.abstract | 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. | por |
| dc.identifier.doi | 10.1007/s11760-012-0331-3 | pt_PT |
| dc.identifier.issn | 1863-1703 | |
| dc.identifier.issn | 1863-1711 | |
| dc.identifier.uri | http://hdl.handle.net/10400.22/3786 | |
| dc.language.iso | eng | por |
| dc.peerreviewed | yes | por |
| dc.publisher | Springer | por |
| dc.relation.ispartofseries | Signal, Image and Video Processing; Vol. 6, Issue 3 | |
| dc.relation.publisherversion | http://link.springer.com/article/10.1007%2Fs11760-012-0331-3 | por |
| dc.subject | Fourier transform | por |
| dc.subject | Windowed Fourier transform | por |
| dc.subject | Power law | por |
| dc.subject | Dynamics | por |
| dc.title | Analysis of financial indices by means of the windowed Fourier transform | por |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| oaire.citation.endPage | 494 | por |
| oaire.citation.issue | Issue 3 | por |
| oaire.citation.startPage | 487 | por |
| oaire.citation.title | Signal, Image and Video Processing | por |
| oaire.citation.volume | Vol. 6 | por |
| person.familyName | Tenreiro Machado | |
| person.givenName | J. A. | |
| person.identifier.ciencia-id | 7A18-4935-5B29 | |
| person.identifier.orcid | 0000-0003-4274-4879 | |
| person.identifier.rid | M-2173-2013 | |
| person.identifier.scopus-author-id | 55989030100 | |
| rcaap.rights | openAccess | por |
| rcaap.type | article | por |
| relation.isAuthorOfPublication | 82cd5c17-07b6-492b-b3e3-ecebdad1254f | |
| relation.isAuthorOfPublication.latestForDiscovery | 82cd5c17-07b6-492b-b3e3-ecebdad1254f |