RePEcEconometrics & Forecasting
Multiscale Dynamics in Chinese Financial Markets
The paper introduces a new statistical machine learning method for breaking down and analyzing complex time series, proving its effectiveness on financial data from the COVID-19 pandemic, suggesting it could replace traditional methods.
Featured in No. 85 on 19 Feb 2025 · on release day
- Released
- 19 Feb 2025
- First featured
- No. 85 · 19 Feb 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 13
- Identifier
- RePEc:taf:tjorxx:v:76:y:2025:i:1:p:97-110
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