Zhang Xun, Lai K K,Wang Shouyang.A new approach for crude oil price analysis based on empirical mode decomposition [J]. Energy Economics, 2008, 30: 905-918.
[2]
Huang N E, Shen Zheng, Long SR, et al. The empirical mode decomposition and the hilbert spectrum for nonlinear and non-stationary time series analysis [J]. Proceedings of the Royal Society of London, 1998, 454: 903-995.
[3]
Wu Zhaohua, Huang N E. A study of characteristics of white noise using the empirical model decomposition method [J]. Proceedings of Royal Society of London, 2004, 460: 1597-1611.
[4]
Case K. Real Estate and the Macroeconomy [J]. Brookings Papers on Economic Activity, 2000, 2: 119-162.
[5]
Miller N,Peng Liang. Exploring metropolitan housing price volatility [J]. Journal of Real Estate Finance and Economics, 2006, 33: 5-18.
[6]
Miles W. Volatility clustering in U.S. home prices [J]. Journal of Real Estate Research, 2008, 30(1): 73-90.
