Analysis of financial indices by means of the windowed Fourier transform

被引：0
|
作者：
J. Tenreiro Machado
Fernando B. Duarte
Gonçalo Monteiro Duarte
机构：
[1] Institute of Engineering,Department of Electrical Engineering
[2] Lusofona University,Faculty of Engineering and Natural Sciences
[3] Lusofona University,undefined
来源：
Signal, Image and Video Processing | 2012年 / 6卷
关键词：
Fourier transform; Windowed Fourier transform; Power law; Dynamics;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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.
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收藏
页码：487 / 494
页数：7
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