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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...

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Détails bibliographiques
Cote:Libro Electrónico
Auteurs principaux: Gençay, Ramazan (Auteur), Selçuk, Faruk (Auteur), Whitcher, Brandon (Auteur)
Format: Électronique eBook
Langue:Inglés
Publié: San Diego, Calif. : Academic Press, an imprint of Elsevier, [2002]
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