An introduction to wavelets and other filtering methods in finance and economics /
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on ex...
| Основен автор: | Gencʹay, Ramazan. |
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| Други автори: | Selcʹuk, Faruk., Whitcher, Brandon. |
| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
San Diego, Calif. :
Academic Press,
℗♭2002.
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| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=297032 |
| Подобни документи: |
Print version::
Introduction to wavelets and other filtering methods in finance and economics. |
| Резюме: |
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method. |
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| Физически характеристики: |
1 online resource (xxii, 359 pages) : illustrations |
| Библиография: |
Includes bibliographical references (pages 323-348) and index. |
| ISBN: |
9780122796708 0122796705 9780080509228 0080509223 |