An introduction to wavelets and other filtering methods in finance and economics /

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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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Gençay, Ramazan (Author), Selçuk, Faruk (Author), Whitcher, Brandon (Author)
Format: Electronic eBook
Language:Inglés
Published: San Diego, Calif. : Academic Press, an imprint of Elsevier, [2002]
Subjects:
Finance > Mathematical models.
Economics > Mathematical models.
Wavelets (Mathematics)
Econometrics.
Finances > Modèles mathématiques.
Économie politique > Modèles mathématiques.
Ondelettes.
Économétrie.
BUSINESS & ECONOMICS > Economics > Theory.
Wavelets.
Econometrische modellen.
Tijdreeksen.
Stochastische filters.
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